Pages that link to "Item:Q1410565"

The following pages link to Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565):

Displaying 50 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
• On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Inference in regression models with many regressors (Q528054) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) (← links)
• A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• A local generalized method of moments estimator (Q1929821) (← links)
• Empirical likelihood based testing for regression (Q1951764) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• Trinity tests of functions for conditional moment models (Q2181719) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
• Goodness-of-fit tests based on series estimators in nonparametric instrumental regression (Q2343750) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← links)
• AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
• EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS (Q3081459) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
• SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS (Q3168876) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis (Q4999158) (← links)
• New test statistics for hypothesis testing of parameters in conditional moment restriction models (Q5078130) (← links)
• (Q5149227) (← links)
• SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
• ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
• A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)