Pages that link to "Item:Q5475059"
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The following pages link to Empirical Likelihood-Based Inference in Conditional Moment Restriction Models (Q5475059):
Displaying 50 items.
- Guest editorial. Information and entropy econometrics -- volume overview and synthesis (Q280203) (← 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)
- 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)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Combining quasi and empirical likelihoods in generalized linear models with missing responses (Q444951) (← links)
- Conditional empirical likelihood for quantile regression models (Q506571) (← links)
- A regularization approach to the many instruments problem (Q528055) (← 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)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
- Consistent inference for biased sub-model of high-dimensional partially linear model (Q629129) (← links)
- Combining least-squares and quantile regressions (Q719480) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- The indirect continuous-GMM estimation (Q1623544) (← links)
- A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
- Fractional imputation in survey sampling: a comparative review (Q1790352) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
- Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations (Q2224998) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts (Q2256745) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
- Weighted quantile regression for longitudinal data using empirical likelihood (Q2360851) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- On empirical likelihood statistical functions (Q2512627) (← links)
