Pages that link to "Item:Q4368516"

The following pages link to An Information-Theoretic Alternative to Generalized Method of Moments Estimation (Q4368516):

Displaying 50 items.

• Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
• Optimal statistical decisions about some alternative financial models (Q276923) (← 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)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
• On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
• Generalized maximum entropy analysis of the linear simultaneous equations model (Q296445) (← links)
• Dynamic quantile models (Q299276) (← links)
• Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
• An entropic estimator for linear inverse problems (Q406071) (← links)
• Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
• Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Model selection tests for moment inequality models (Q494361) (← links)
• Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
• Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
• On Bahadur efficiency of empirical likelihood (Q736517) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• Fourth order pseudo maximum likelihood methods (Q737907) (← links)
• Properties of the CUE estimator and a modification with moments (Q738045) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference (Q742725) (← links)
• An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
• Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system (Q956477) (← links)
• Adjusted empirical likelihood with high-order precision (Q973869) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
• Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
• Improved instrumental variables and generalized method of moments estimators (Q1298481) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)