Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
From MaRDI portal
Publication:5473012
Recommendations
- The performance of empirical likelihood and its generalizations
- Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
- GMM, GEL, Serial Correlation, and Asymptotic Bias
- Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias
- Edgeworth expansions for GEL estimators
Cited in
(only showing first 100 items - show all)- Efficient estimation using the characteristic function
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach
- Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case
- Generalized method of trimmed moments
- Robustness of Bootstrap in Instrumental Variable Regression
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
- Higher order mean squared error of generalized method of moments estimators for nonlinear models
- Size matters: covariance matrix estimation under the alternative
- Count data models with correlated unobserved heterogeneity
- Frequency domain generalized empirical likelihood method
- Semiparametric inference with a functional-form empirical likelihood
- Empirical likelihood in causal inference
- Edgeworth expansions for GEL estimators
- Moment conditions selection based on adaptive penalized empirical likelihood
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
- Efficient Augmented Inverse Probability Weighted Estimation in Missing Data Problems
- Estimation of dynamic panel data models with a lot of heterogeneity
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
- Empirical likelihood block bootstrapping
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- Robust small sample accurate inference in moment condition models
- Shrinkage of variance for minimum distance based tests
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
- GMC/GEL estimation of stochastic volatility models
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Statistics of robust optimization: a generalized empirical likelihood approach
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
- Choosing instrumental variables in conditional moment restriction models
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- Jackknife empirical likelihood for inequality constraints on regular functionals
- Score tests in GMM: why use implied probabilities?
- Simple and trustworthy cluster-robust GMM inference
- Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment
- Averaging of an increasing number of moment condition estimators
- Consistent estimation with many moment inequalities
- Regenerative block empirical likelihood for Markov chains
- Inference for misspecified models with fixed regressors
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
- GEL estimation and tests of spatial autoregressive models
- Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
- Large sample properties of the three-step Euclidean likelihood estimators under model misspecification
- Inference of local regression in the presence of nuisance parameters
- Sample sensitivity for two-step and continuous updating GMM estimators
- Expert information and nonparametric Bayesian inference of rare events
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference
- High dimensional semiparametric moment restriction models
- Efficient information theoretic inference for conditional moment restrictions
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias
- Optimal bandwidth selection for robust generalized method of moments estimation
- Maximum entropy and empirical likelihood in length-biased setting: a comparison study
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Bayesian semiparametric hierarchical empirical likelihood spatial models
- Structural change tests for GEL criteria
- Impulse response matching estimators for DSGE models
- Two-stage empirical likelihood for longitudinal neuroimaging data
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Marginal empirical likelihood and sure independence feature screening
- The Third-Order Bias of Nonlinear Estimators
- Theory-coherent forecasting
- Robust estimation with exponentially tilted Hellinger distance
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data
- Improved generalized method of moments estimators for weakly dependent observations
- The second-order bias and mean squared error of estimators in time-series models
- Distributed estimation with empirical likelihood
- A review of empirical likelihood methods for time series
- Efficient GMM with nearly-weak instruments
- On the second-order properties of empirical likelihood with moment restrictions
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
- The optimal choice of moments in dynamic panel data models
- Efficient M-estimators with auxiliary information
- Generalized empirical likelihood tests in time series models with potential identification failure
- Second order bias of quasi-MLE for covariance structure models
- The asymptotic properties of GMM and indirect inference under second-order identification
- Robust penalized empirical likelihood estimation method for linear regression
- The Information Geometric Structure of Generalized Empirical Likelihood Estimators
- Existence and characterization of conditional density projections
- Adjusted Exponentially Tilted Likelihood with Applications to Brain Morphology
- Nearly-singular design in GMM and generalized empirical likelihood estimators
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Robust empirical likelihood
- Foundations of info-metrics: modeling, inference and imperfect information
- Simultaneous estimation and inference for multiple response variables
- Improved density and distribution function estimation
- A higher-order correct fast moving-average bootstrap for dependent data
- Improved Semiparametric Estimation of the Proportional Rate Model with Recurrent Event Data
- Semiparametric estimation of moment condition models with weakly dependent data
- Empirical entropy for right censored data
- Model-free inference for tail risk measures
- Scalable estimation for high velocity survival data able to accommodate addition of covariates
This page was built for publication: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5473012)
