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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan; Chen, Song Xi; Chen, Xiaohong - In: Journal of econometrics 185 (2015) 1, pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
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A survey on the estimation of CCAPM via moment restrictions : the case of Japan
Noda, Akihiko - In: Keio economic studies 49 (2013), pp. 69-91
Persistent link: https://www.econbiz.de/10010194358
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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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Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Lee, Seojeong - In: Journal of econometrics 192 (2016) 1, pp. 86-104
Persistent link: https://www.econbiz.de/10011615683
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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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A new class of tests for overidentifying restrictions in moment condition models
Wang, Xuexin - In: Econometric reviews 39 (2020) 5, pp. 495-509
Persistent link: https://www.econbiz.de/10012181407
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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Zhang, Xianyang - In: Journal of econometrics 193 (2016) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10011704780
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Model averaging based on generalized method of moments
Wang, Weiwei; Zhang, Qi; Zhang, Xinyu; Li, Xinmin - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012605966
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Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10011431109