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~subject:"Conditional moment inequalities"
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Search: subject:"generalized empirical likelihood"
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Conditional moment inequalities
Generalized empirical likelihood
23
Generalized Empirical Likelihood
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Schätztheorie
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generalized empirical likelihood
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Estimation theory
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GMM
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Momentenmethode
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generalized method of moments
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Nonparametric statistics
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parameter instability
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structural change
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focused information criterion
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generalized minimum contrast
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model averaging
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Hsu, Yu-Chin
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Shi, Xiaoxia
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Model selection tests for conditional moment inequality models
Hsu, Yu-Chin
;
Shi, Xiaoxia
-
2013
Persistent link: https://www.econbiz.de/10009778548
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Model Selection Tests for Conditional Moment Inequality Models
Hsu, Yu-Chin
;
Shi, Xiaoxia
-
Institute of Economics, Academia Sinica
-
2013
uses a new average
generalized
empirical
likelihood
(AGEL) criterion function designed to incorporate full restriction of …
Persistent link: https://www.econbiz.de/10010723447
Saved in:
3
Model-selection tests for conditional moment restriction models
Hsu, Yu-Chin
;
Shi, Xiaoxia
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 52-85
Persistent link: https://www.econbiz.de/10011719965
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