Estimation and inference in the case of competing sets of estimating equations
DOI10.1016/J.JECONOM.2006.05.007zbMATH Open1418.62479OpenAlexW3124823288MaRDI QIDQ280215FDOQ280215
Ron C. Mittelhammer, George G. Judge
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.007
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empirical likelihoodasymptotic and finite sample riskconvex combination of estimatorssemiparametric estimation and inference
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- An Optimum Property of Regular Maximum Likelihood Estimation
- Empirical likelihood and general estimating equations
- Empirical likelihood
- Title not available (Why is that?)
- Information Theoretic Approaches to Inference in Moment Condition Models
- Title not available (Why is that?)
- Empirical likelihood as a goodness-of-fit measure
- Goodness-of-fit statistics for discrete multivariate data
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- Title not available (Why is that?)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Combined and least squares empirical likelihood
- GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
- Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods
Cited In (5)
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Competitive Statistical Estimation With Strategic Data Sources
- An averaging estimator for two-step m-estimation in semiparametric models
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