Pages that link to "Item:Q5473012"
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The following pages link to Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (Q5473012):
Displaying 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
- Generalized method of trimmed moments (Q254204) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox (Q302434) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
- Second order bias of quasi-MLE for covariance structure models (Q435788) (← links)
- Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← 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)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
- Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
- Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
- Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability (Q619102) (← links)
- Two-stage empirical likelihood for longitudinal neuroimaging data (Q641058) (← links)
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models (Q694940) (← links)
