Search Results - subject:"Generalized empirical likelihood"

Bounded tilting estimation

Schennach, Susanne M.; Wahlstrom, Oscar - In: Econometric reviews 44 (2025) 2, pp. 127-140

Persistent link: https://www.econbiz.de/10015196591

Augmented two-step estimating equations with nuisance functionals and complex survey data

Zhao, Puying; Wu, Changbao - In: The econometrics journal 27 (2024) 1, pp. 37-61

Persistent link: https://www.econbiz.de/10014528089

A higher-order correct fast moving-average bootstrap for dependent data

La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - In: Journal of econometrics 235 (2023) 1, pp. 65-81

Persistent link: https://www.econbiz.de/10014434380

Robust Identification of investor beliefs

Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. - 2020 - This draft: May 14, 2020

Persistent link: https://www.econbiz.de/10012320533

A higher-order correct fast moving-average bootstrap for dependent data

La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - 2020

procedure for M-estimator, generalized method of moments, and generalized empirical likelihood estimation. In a Monte Carlo …

Persistent link: https://www.econbiz.de/10012179669

Robust causality test of infinite variance processes

Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara - In: Journal of econometrics 216 (2020) 1, pp. 235-245

Persistent link: https://www.econbiz.de/10012439690

A new class of tests for overidentifying restrictions in moment condition models

Wang, Xuexin - In: Econometric reviews 39 (2020) 5, pp. 495-509

Persistent link: https://www.econbiz.de/10012181407

Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions

Chen, Xiaohong; Pouzo, Demian; Powell, James - In: Journal of econometrics 213 (2019) 1, pp. 30-53

Persistent link: https://www.econbiz.de/10012304541

High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data

Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong - Volkswirtschaftliche Fakultät, … - 2014

This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters …

Persistent link: https://www.econbiz.de/10011111343

Robust estimation of moment condition models with weakly dependent data

Evdokimov, Kirill; Kitamura, Yuichi; Otsu, Taisuke - Suntory and Toyota International Centres for Economics … - 2014

This paper considers robust estimation of moment condition models with time series data. Researchers frequently use moment condition models in dynamic econometric analysis. These models are particularly useful when one wishes to avoid fully parameterizing the dynamics in the data. It is...

Persistent link: https://www.econbiz.de/10011095219