Pages that link to "Item:Q4531047"
From MaRDI portal
The following pages link to Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions (Q4531047):
Displayed 13 items.
- Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Empirical Likelihood for Efficient Semiparametric Average Treatment Effects (Q3086357) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)