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Consistency of empirical likelihood and maximum a-posteriori probability under misspecification
Grendar, Marian (contributor); Judge, George G. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769031
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Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.; Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003770562
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Dynamic quantile models
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 147 (2008) 1, pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
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Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774664
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Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J. - In: Identification and inference for econometric models : …, (pp. 245-281). 2005
Persistent link: https://www.econbiz.de/10003351982
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Moments of IV and JIVE estimators
Davidson, Russell (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003358720
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Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
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On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem - In: Economics letters 102 (2009) 1, pp. 4-6
Persistent link: https://www.econbiz.de/10003822115
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Hypothesis testing of multiple inequalities: the method of constraint chaining
Chen, Le-Yu; Szroeter, Jerzy - 2009
tests. A full asymptotic theory is provided for the baseline. Simulation results show that the finite-sample performance of … the test matches the theory quite well. -- Tests ; multiple inequality constraints ; exactness ; similarity on the …
Persistent link: https://www.econbiz.de/10003847567
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GMM redundancy results for general missing data problems
Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 151 (2009) 1, pp. 47-55
Persistent link: https://www.econbiz.de/10003855081