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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 - 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; Johnson, Phillip; Spady, Richard Henry - 1995
Persistent link: https://www.econbiz.de/10000921669
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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
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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 Technical Working Paper No. 186
Imbens, Guido W.; Johnson, Phillip; Spady, Richard H. - 1995
Persistent link: https://www.econbiz.de/10005994218
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Information Theoretic Approaches to Inference in Moment Condition Models
Imbens, Guido W.; Spady, Richard H.; Johnson, Phillip - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 333-358
Persistent link: https://www.econbiz.de/10006789580
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Information Theoretic Approaches to Inference in Moment Condition Models
Imbens, Guido; Johnson, Phillip; Spady, Richard H. - National Bureau of Economic Research (NBER) - 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/10005725267
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The performance of empirical likelihood and its generalizations
Imbens, Guido; Spady, Richard Henry - In: Identification and inference for econometric models : …, (pp. 216-244). 2005
Persistent link: https://www.econbiz.de/10003351968
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Confidence intervals in generalized method of moments model
Imbens, Guido; Spady, Richard Henry - In: Journal of econometrics 107 (2002) 1/2, pp. 87-98
Persistent link: https://www.econbiz.de/10001651263