Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Niansheng Tang, Xiaodong Yan, Puying Zhao
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Tang, Niansheng ; Yan, Xiaodong ; Zhao, Puying |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 1, p. 57-74
|
| Subject: | Growing-dimensional data analysis | Model misspecification | Moment unconditional models | Penalized exponentially tilted likelihood | Variable selection | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Momentenmethode | Method of moments | Induktive Statistik | Statistical inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.08.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974553