Pages that link to "Item:Q4531047"
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The following pages link to Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions (Q4531047):
Displayed 23 items.
- Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
- Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
- Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses (Q904044) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- On empirical likelihood statistical functions (Q2512627) (← links)
- SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS (Q2847585) (← links)
- Self-concordance for empirical likelihood (Q2851575) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Empirical Likelihood for Efficient Semiparametric Average Treatment Effects (Q3086357) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data (Q5419684) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)