GEL METHODS FOR NONSMOOTH MOMENT INDICATORS

DOI10.1017/S0266466610000137zbMath1207.62074WikidataQ57947631 ScholiaQ57947631MaRDI QIDQ3081461

Paulo M. D. C. Parente, Richard J. Smith

Publication date: 8 March 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (10)

Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory ⋮ Generalized empirical likelihood for nonsmooth estimating equations with missing data ⋮ Tests of additional conditional moment restrictions ⋮ Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data ⋮ Empirical Likelihood for Censored Linear Regression and Variable Selection ⋮ Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models ⋮ Inference of local regression in the presence of nuisance parameters ⋮ Maximum empirical likelihood estimation and related topics ⋮ Robust causality test of infinite variance processes ⋮ Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions

Uses Software

• GAToolBox

Cites Work

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