Combining estimators to improve structural model estimation and inference under quadratic loss
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- An Optimum Property of Regular Maximum Likelihood Estimation
- An empirical comparison of permutation methods for tests of partial regression coefficients in a linear model
- Bootstrap and randomization tests of some nonparametric hypotheses
- Data Analysis Using Stein's Estimator and its Generalizations
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Estimation with quadratic loss.
- GMM with Weak Identification
- Goodness-of-fit statistics for discrete multivariate data
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Information Theoretic Approaches to Inference in Moment Condition Models
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- Large Sample Properties of Generalized Method of Moments Estimators
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- Miscellanea. Multiple roots in general estimating equations
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
- The mean square error of a combined estimator and numerical comparison with the TSLS estimator
Cited in
(5)- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- Estimation and inference in the case of competing sets of estimating equations
- Model averaging: a shrinkage perspective
- A minimum mean squared error semiparametric combining estimator
- An averaging estimator for two-step m-estimation in semiparametric models
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