Similar Search Results

Generalized moment based estimation and inference

van Akkeren, Marco; Judge, George; Mittelhammer, Ron - In: Journal of Econometrics 107 (2002) 1-2, pp. 127-148

Persistent link: https://www.econbiz.de/10005285377

A family of empirical likelihood functions and estimators for the binary response model

Mittelhammer, Ron C.; Judge, George - In: Journal of Econometrics 164 (2011) 2, pp. 207-217

The minimum discrimination information principle is used to identify an appropriate parametric family of probability distributions and the corresponding maximum likelihood estimators for binary response models. Estimators in the family subsume the conventional logit model and form the basis for...

Persistent link: https://www.econbiz.de/10009275064

Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints

Mittelhammer, Ron C. - In: Journal of Econometrics 29 (1985) 3, pp. 289-303

Persistent link: https://www.econbiz.de/10005285315

Estimation and inference in the case of competing sets of estimating equations

Judge, George G.; Mittelhammer, Ron C. - In: Journal of Econometrics 138 (2007) 2, pp. 513-531

Persistent link: https://www.econbiz.de/10005192276

Bayesian bootstrap multivariate regression

Heckelei, Thomas; Mittelhammer, Ron C. - In: Journal of Econometrics 112 (2003) 2, pp. 241-264

Persistent link: https://www.econbiz.de/10005192381

Combining estimators to improve structural model estimation and inference under quadratic loss

Mittelhammer, Ron C.; Judge, George G. - In: Journal of Econometrics 128 (2005) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10005122729