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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003767429

Optimal bandwidth choice for interval estimation in GMM regression

Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003767435

Invalidity of the bootstrap and the m out of n bootstrap for interval endpoints defined by moment inequalities

Andrews, Donald W. K. (contributor); Han, Sukjin (contributor) - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003767638

Inference for parameters defined by moment inequalities : a recommended moment selection procedure

Andrews, Donald W. K. (contributor); Jia, Panle (contributor) - 2008

Persistent link: https://www.econbiz.de/10003773569

Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - 2009

Persistent link: https://www.econbiz.de/10003885046

Robustness, infinitesimal neighborhoods, and moment restrictions

Kitamura, Yuichi; Otsu, Taisuke; Evdokimov, Kirill - 2009

Persistent link: https://www.econbiz.de/10003868958

Optimal comparison of misspecified moment restriction models

Marmer, Vadim; Otsu, Taisuke - 2009

Persistent link: https://www.econbiz.de/10003870339

GMM estimation for dynamic panels with fixed effects and strong instruments at unity

Han, Chirok (contributor); Phillips, Peter C. B. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003462523

Testing for non-nested conditional moment restrictions via conditional empirical likelihood

Otsu, Taisuke (contributor); Whang, Yoon-jae (contributor) - 2005

Persistent link: https://www.econbiz.de/10003468414

Moderate deviations of generalized method of moments and empirical likelihood estimators

Otsu, Taisuke - 2011

This paper studies moderate deviation behaviors of the generalized method of moments and generalized empirical likelihood estimators for generalized estimating equations, where the number of equations can be larger than the number of unknown parameters. We consider two cases for the data...

Persistent link: https://www.econbiz.de/10008903413