Pages that link to "Item:Q3142748"

The following pages link to Implied Probabilities in GMM Estimators (Q3142748):

Displaying 27 items.

• 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)
• The role of beliefs in inference for rational expectations models (Q302207) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• Generalized empirical likelihood non-nested tests (Q1858928) (← links)
• Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Improved density and distribution function estimation (Q2326987) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
• Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
• Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
• GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• The Information Geometric Structure of Generalized Empirical Likelihood Estimators (Q3518496) (← links)
• A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
• (Q5053236) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
• Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)