Pages that link to "Item:Q5697351"
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The following pages link to Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (Q5697351):
Displaying 7 items.
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Finite sample behavior of two step estimators in selection models (Q1855612) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
- Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)