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):
Displayed 41 items.
- Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability (Q619102) (← links)
- Asymptotic results on a general class of empirical statistics: Power and confidence interval properties (Q853843) (← 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)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses (Q2507763) (← links)
- EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS (Q3081459) (← links)
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models (Q3086517) (← links)
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← 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)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
- Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling (Q3430298) (← 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)
- The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
- Local sensitivity and diagnostic tests (Q3594917) (← links)
- Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment (Q3623766) (← links)
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← 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)