Pages that link to "Item:Q5473012"

The following pages link to Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (Q5473012):

Displaying 50 items.

• On Bahadur efficiency of empirical likelihood (Q736517) (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
• Properties of the CUE estimator and a modification with moments (Q738045) (← links)
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Adjusted empirical likelihood for right censored lifetime data (Q744813) (← links)
• Edgeworth expansions for GEL estimators (Q765836) (← links)
• An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
• Empirical likelihood based on synthetic right censored data (Q826710) (← links)
• Asymptotic results on a general class of empirical statistics: Power and confidence interval properties (Q853843) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Bayesian semiparametric hierarchical empirical likelihood spatial models (Q894792) (← links)
• Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses (Q904044) (← links)
• Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) (← links)
• Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case (Q952879) (← links)
• Adjusted empirical likelihood with high-order precision (Q973869) (← links)
• The weighted method of moments approach for moment condition models (Q974198) (← links)
• Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods (Q974507) (← links)
• Efficient M-estimators with auxiliary information (Q989257) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
• Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
• Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• The rationality of expectations formation (Q1675028) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Generalized empirical likelihood specification test robust to local misspecification (Q1788007) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data (Q1794307) (← links)
• Robust small sample accurate inference in moment condition models (Q1927103) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• Bootstrap bias-adjusted GMM estimators (Q1929388) (← links)
• Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods (Q1944372) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
• Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)