Robust small sample accurate inference in moment condition models (Q1927103): Difference between revisions

@@ Property / author @@
-Elvezio Ronchetti
@@ Property / author: Elvezio Ronchetti / rank @@
-Normal rank
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+Elvezio Ronchetti
@@ Property / author: Elvezio Ronchetti / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2011.01.020
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@@ Property / OpenAlex ID @@
+W2127050972
@@ Property / OpenAlex ID: W2127050972 / rank @@
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@@ Property / cites work @@
+Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
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+Q3687500
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+Accurate and robust tests for indirect inference
@@ Property / cites work: Accurate and robust tests for indirect inference / rank @@
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+Saddlepoint Approximations in Statistics
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@@ Property / cites work @@
+Q4001813
@@ Property / cites work: Q4001813 / rank @@
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Q3723487
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Robust Bounded-Influence Tests in General Parametric Models
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+Robust Statistics
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
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+One-Step Estimators for Over-Identified Generalized Method of Moments Models
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+Information Theoretic Approaches to Inference in Moment Condition Models
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@@ Property / cites work @@
+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Saddlepoint Test in Measurement Error Models
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+On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
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+Robust inference with GMM estimators
@@ Property / cites work: Robust inference with GMM estimators / rank @@
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+Q4298907
@@ Property / cites work: Q4298907 / rank @@
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+Estimation of stochastic volatility models via Monte Carlo maximum likelihood
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+Point estimation with exponentially tilted empirical likelihood
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+Simulated minimum Hellinger distance estimation of stochastic volatility models
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@@ Property / Wikidata QID @@
+Q57772547
@@ Property / Wikidata QID: Q57772547 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1927103