Pages that link to "Item:Q280207"

The following pages link to Efficient information theoretic inference for conditional moment restrictions (Q280207):

Displaying 8 items.

• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Jackknife estimation of stationary autoregressive models (Q528128) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
• Editors' introduction (Q5965815) (← links)