EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS (Q3081459): Difference between revisions

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+MaRDI publication profile
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+Convergence rate of sieve estimates
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+Normal rank
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+Empirical likelihood and general estimating equations
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+Extending the scope of empirical likelihood
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+Penalized empirical likelihood estimation of semiparametric models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Sieve empirical likelihood ratio tests for nonparametric functions
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+Instrumental Variable Estimation of Nonparametric Models
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+Sieve Extremum Estimates for Weakly Dependent Data
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Local polynomial fitting based on empirical likelihood
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+Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
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+Q5691563
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+On methods of sieves and penalization
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