Pages that link to "Item:Q5475059"
From MaRDI portal
The following pages link to Empirical Likelihood-Based Inference in Conditional Moment Restriction Models (Q5475059):
Displaying 26 items.
- Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS (Q2826008) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS (Q3081459) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
- Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data (Q3182742) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Semiparametric regression using empirical likelihood with shape information (Q5110801) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- Adaptive empirical likelihood estimation with nonignorable nonresponse data (Q5213355) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)
- Weighted quantile regression with missing covariates using empirical likelihood (Q5739652) (← links)
- Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates (Q5866049) (← links)
- Editors' introduction (Q5965815) (← links)
