GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449): Difference between revisions

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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Hypothesis Testing with Efficient Method of Moments Estimation
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+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+GMM with Weak Identification
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+Efficient Semiparametric Estimation of Expectations
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+Instrumental Variables Regression with Weak Instruments
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+The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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+Empirical likelihood and general estimating equations
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+A Conditional Likelihood Ratio Test for Structural Models
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Empirical likelihood methods with weakly dependent processes
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+One-Step Estimators for Over-Identified Generalized Method of Moments Models
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+The Exact Distribution of LIML: I
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+Simulation and the Asymptotics of Optimization Estimators
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood ratio confidence intervals for a single functional
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+Generalized method of moments specification testing
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