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Information theoretic approaches to inference in moment condition models
Imbens, Guido; Johnson, Phillip; Spady, Richard Henry - 1995
Persistent link: https://www.econbiz.de/10000935000
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Information theoretic approaches to inference in moment condition models
Imbens, Guido; Johnson, Phillip; Spady, Richard Henry - 1995
Persistent link: https://www.econbiz.de/10000921669
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Asymptotic expansions of the information matrix test statistic
Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 787-815
Persistent link: https://www.econbiz.de/10001104909
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Information theoretic approaches to inference in moment condition models
Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001237570
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Information Theoretic Approaches to Inference in Moment Condition Models
Imbens, Guido W. - 1995
One-step efficient GMM estimation has been developed in the recent papers of Back and Brown (1990), Imbens (1993) and Qin and Lawless (1994). These papers emphasized methods that correspond to using Owen's (1988) method of empirical likelihood to reweight the data so that the reweighted sample...
Persistent link: https://www.econbiz.de/10012473589
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Information Theoretic Approaches to Inference in Moment Condition Models
Imbens, Guido W.; Spady, Richard H.; Johnson, Phillip - 2021
One-step efficient GMM estimation has been developed in the recent papers of Back and Brown (1990), Imbens (1993) and Qin and Lawless (1994). These papers emphasized methods that correspond to using Owen's (1988) method of empirical likelihood to reweight the data so that the reweighted sample...
Persistent link: https://www.econbiz.de/10013252335