GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543): Difference between revisions

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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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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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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+Empirical likelihood methods with weakly dependent processes
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Empirical likelihood and general estimating equations
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+Generalized empirical likelihood non-nested tests
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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