Pages that link to "Item:Q4562543"
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The following pages link to GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543):
Displaying 15 items.
- Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- On Bahadur efficiency of empirical likelihood (Q736517) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
