Pages that link to "Item:Q4368516"
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The following pages link to An Information-Theoretic Alternative to Generalized Method of Moments Estimation (Q4368516):
Displayed 38 items.
- Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system (Q956477) (← links)
- Adjusted empirical likelihood with high-order precision (Q973869) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Improved instrumental variables and generalized method of moments estimators (Q1298481) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Information and entropy econometrics -- editor's view. (Q1858922) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Generalized empirical likelihood non-nested tests (Q1858928) (← links)
- Generalized moment based estimation and inference (Q1858930) (← links)
- Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
- Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- Comparison of maximum entropy and higher-order entropy estimators. (Q1858934) (← links)
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Adjusted Exponentially Tilted Likelihood with Applications to Brain Morphology (Q3183241) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
- Large-Deviations Theory and Empirical Estimator Choice (Q3518460) (← links)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
- The Information Geometric Structure of Generalized Empirical Likelihood Estimators (Q3518496) (← links)
- Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (Q5697351) (← links)
- AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
- Comments on: A review on empirical likelihood methods for regression (Q5966109) (← links)