A new class of asymptotically efficient estimators for moment condition models
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Publication:737904
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Cites work
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- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient information theoretic inference for conditional moment restrictions
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Efficient Semiparametric Estimation of Expectations
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- Empirical likelihood and general estimating equations
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- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
- scientific article; zbMATH DE number 3388498 (Why is no real title available?)
- Information Theoretic Approaches to Inference in Moment Condition Models
- Large Sample Properties of Generalized Method of Moments Estimators
- Maximization by Parts in Likelihood Inference
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
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- The Stochastic Difference Between Econometric Statistics
Cited in
(7)- Inference of local regression in the presence of nuisance parameters
- scientific article; zbMATH DE number 7071325 (Why is no real title available?)
- A new class of tests for overidentifying restrictions in moment condition models
- Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
- Large sample properties of the three-step Euclidean likelihood estimators under model misspecification
- An approximated exponentially tilted empirical likelihood estimator of moment condition models
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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