Information in generalized method of moments estimation and entropy-based moment selection (Q280214): Difference between revisions

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+Entropy expressions and their estimators for multivariate distributions
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+A new look at the statistical model identification
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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+Redundancy of moment conditions
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+An Optimum Property of Regular Maximum Likelihood Estimation
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+A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
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+A Consistent Method for the Selection of Relevant Instruments
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+Judging Instrument Relevance in Instrumental Variables Estimation
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+Q4195812
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Empirical likelihood methods with weakly dependent processes
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+A compendium to information theory in economics and econometrics
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+Empirical likelihood and general estimating equations
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+Improving generalised estimating equations using quadratic inference functions
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+Estimating the dimension of a model
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+Instrumental Variables Regression with Weak Instruments
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+Diagnostic testing and evaluation of maximum likelihood models
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