EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS

DOI10.1017/S0266466604202018MaRDI QIDQ5697606zbMATH OpenOpenAlexFDO

Authors Francesco Bravo

Publication date 18 October 2005

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466604202018

zbMATH Keywords

nonlinear regressionrobust regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cited in

(21)

• Semiparametric regression using empirical likelihood with shape information
• Edgeworth expansions for GEL estimators
• Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers
• Identifiability and estimation of two-sample data with nonignorable missing response
• Spatial median depth-based robust adjusted empirical likelihood
• Comparison of Bartlett-type adjusted tests in the multiparameter case
• A higher-order correct fast moving-average bootstrap for dependent data
• Maximum likelihood estimation of finite mixture model for economic data
• On empirical likelihood statistical functions
• A blockwise empirical likelihood method for time series in frequency domain inference
• An empirical likelihood method for spatial regression
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Empirical likelihood methods in econometrics: theory and practice
• An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates
• Testing linear restrictions in linear models with empirical likelihood
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Two-step semiparametric empirical likelihood inference
• Dual likelihood
• Robust Wasserstein profile inference and applications to machine learning
• Sample out-of-sample inference based on Wasserstein distance
• Resampling calibrated adjusted empirical likelihood

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