Methods for estimation in inference in modern econometrics.

DOI10.1201/B10940MaRDI QIDQ3002176zbMATH OpenOpenAlexFDO

Authors Stanislav Anatolyev, Nikolay Gospodinov

Publication date 19 May 2011

Full work available at URL https://doi.org/10.1201/b10940

zbMATH Keywords

generalized empirical likelihoodmoment condition modelshigher-order asymptotic approximationsgeneral method of moments (GMM)inference in misspecified models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Recommendations

• Foundations of modern econometrics. A unified approach
• Econometric Modeling and Inference
• scientific article; zbMATH DE number 857931
• scientific article; zbMATH DE number 1734449
• scientific article; zbMATH DE number 2188315

Cited in

(5)

• GMC/GEL estimation of stochastic volatility models
• Residual bootstrap tests in linear models with many regressors
• Foundations of modern econometrics. A unified approach
• Generalized moment estimation of stochastic differential equations
• Culling the Herd of Moments with Penalized Empirical Likelihood

This page was built for publication: Methods for estimation in inference in modern econometrics.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3002176)