Pages that link to "Item:Q4368685"
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The following pages link to One-Step Estimators for Over-Identified Generalized Method of Moments Models (Q4368685):
Displaying 50 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)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
- Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
- \(R\)-estimates vs. GMM: a theoretical case study of validity and efficiency (Q449734) (← links)
- GEL statistics under weak identification (Q528051) (← 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)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Adjusted empirical likelihood for right censored lifetime data (Q744813) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Adjusted empirical likelihood with high-order precision (Q973869) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- On weighting of bivariate margins in pairwise likelihood (Q1002349) (← links)
- Improved instrumental variables and generalized method of moments estimators (Q1298481) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Generalized empirical likelihood specification test robust to local misspecification (Q1788007) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Generalized empirical likelihood non-nested tests (Q1858928) (← links)
- Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
- Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- Method-of-moments estimation and choice of instruments: numerical computations (Q1934859) (← links)
- Robust empirical likelihood (Q2117953) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Neglected heterogeneity in moment condition models (Q2512601) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Optimally combining censored and uncensored datasets (Q2628828) (← links)
- Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
