Regularized empirical likelihood as a solution to the no moment problem : the linear case with many instruments
Year of publication: |
November 29, 2017
|
---|---|
Authors: | Chaussé, Pierre |
Publisher: |
Waterloo, Ontario : Department of Economics, University of Waterloo |
Subject: | Many Instruments | Weak Instruments | Regularization | Cross-validation | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Momentenmethode | Method of moments |
-
On the asymptotic distribution of ridge regression estimators using training and test samples
Sengupta, Nandana, (2020)
-
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K., (2014)
-
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K., (2014)
- More ...
-
Generalized empirical likelihood for a continuum of moment conditions
Chaussé, Pierre, (2011)
-
Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
Chaussé, Pierre, (2010)
-
Generalized empirical likelihood for a continuum of moment conditions
Chaussé, Pierre, (2011)
- More ...