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subject:"Decision"
subject:"Wahrscheinlichkeitsrechnung"
~person:"Chaudhuri, Saraswata"
~subject:"GMM"
~subject:"Momentenmethode"
~type_genre:"Article in journal"
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Decision
Wahrscheinlichkeitsrechnung
GMM
Momentenmethode
Estimation theory
4
Schätztheorie
4
Method of moments
3
Implied probabilities
2
Probability theory
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Score test
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Chaudhuri, Saraswata
Lee, Lung-fei
13
Andrews, Donald W. K.
11
Newey, Whitney K.
9
Hall, Alastair R.
8
Jin, Fei
8
Renault, Eric
8
Baltagi, Badi H.
7
Han, Chirok
7
Bera, Anil K.
6
Fingleton, Bernard
6
Guggenberger, Patrik
6
Hayakawa, Kazuhiko
6
Sarafidis, Vasilis
6
Smith, Richard J.
6
Yu, Jihai
6
Antoine, Bertille
5
Hsiao, Cheng
5
Liu, Xiaodong
5
Otsu, Taisuke
5
Su, Liangjun
5
Caner, Mehmet
4
Doğan, Osman
4
Egger, Peter
4
Gørgens, Tue
4
Jong, Robert M. de
4
Linton, Oliver
4
Menzel, Konrad
4
Qin, Jing
4
Sueishi, Naoya
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Sun, Yiguo
4
Wansbeek, Tom
4
Ahn, Seung Chan
3
Al-Titi, Omar
3
Aleem, M.
3
Arellano, Manuel
3
Armstrong, Timothy B.
3
Bao, Yong
3
Bravo, Francesco
3
Bun, Maurice J. G.
3
Canay, Ivan A.
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Journal of econometrics
2
Econometric reviews
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ECONIS (ZBW)
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Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
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2
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
3
A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata
;
Zivot, Eric
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 239-251
Persistent link: https://www.econbiz.de/10009301935
Saved in:
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