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Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
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GENERALIZED EMPIRICAL LIKELIHOOD-BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10006966507
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Small bandwidth asymptotics for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 1, pp. 176-200
Persistent link: https://www.econbiz.de/10010399781
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Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 6, pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126