Pages that link to "Item:Q280210"

The following pages link to On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210):

Displaying 39 items.

• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
• Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Testing identification strength (Q2227047) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Improved density and distribution function estimation (Q2326987) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
• Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
• Level-specific correction for nonparametric likelihoods (Q2934385) (← links)
• Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
• GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
• Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
• Efficient GMM with nearly-weak instruments (Q3406057) (← links)
• ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
• Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• A new class of tests for overidentifying restrictions in moment condition models (Q5860991) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
• Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
• Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
• Editors' introduction (Q5965815) (← links)