Relative error accurate statistic based on nonparametric likelihood
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Cites work
- Accurate and robust tests for indirect inference
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Efficient Semiparametric Estimation of Expectations
- Empirical likelihood
- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood methods in econometrics: theory and practice
- Empirical likelihood ratio confidence intervals for a single functional
- Exponential empirical likelihood is not Bartlett correctable
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Inference with weak instruments
- Information Theoretic Approaches to Inference in Moment Condition Models
- Instrumental Variables Regression with Weak Instruments
- Large deviation and other results for minimum contrast estimators
- Nonparametric standard errors and confidence intervals
- On the density of minimum contrast estimators
- Robust Statistics
- Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
- Saddlepoint approximations
- Saddlepoint approximations and tests based on multivariate M-estimates.
- Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
- Saddlepoint approximations for marginal and conditional probabilities of transformed variables
- Saddlepoint test in measurement error models
- Small sample asymptotic expansions for multivariate M-estimates
- Small-Sample Confidence Intervals
- The density of multivariate \(M\)-estimates.
- The Distribution of FIML in the Leading Case
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- The Exact Distribution of LIML: I
- The Exact Distribution of LIML: II
- Transformation theory: How normal is a family of distributions?
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