Identification problem of the exponential tilting estimator under misspecification
Year of publication: |
2013
|
---|---|
Authors: | Sueishi, Naoya |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 118.2013, 3, p. 509-511
|
Subject: | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
-
Consistency of empirical likelihood and maximum a-posteriori probability under misspecification
Grendar, Marian, (2008)
-
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K., (2008)
-
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K., (2010)
- More ...
-
On the convergence rate of the SCAD-penalized empirical likelihood estimator
Ando, Tomohiro, (2019)
-
Generalized empirical likelihood-based focused information criterion and model averaging
Sueishi, Naoya, (2013)
-
On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator
Ando, Tomohiro, (2017)
- More ...