Search Results - subject:"Information and entropy econometrics"

Robust Small Sample Accurate Inference in Moment Condition Models

Lo, Serigne N.; Ronchetti, Elvezio - Institut d'Economie et Econométrie, Université de Genève - 2006

first order accuracy of the approximations (information and entropy econometrics (IEE)) or the nonrobustness (Robust GMM …

Persistent link: https://www.econbiz.de/10005687128

Robust small sample accurate inference in moment condition models

Lô, Serigne N. (contributor); … - 2006

alternatives address either the first order accu- racy of the approximations (information and entropy econometrics (IEE)) or the … and entropy econometrics, Monte Carlo, Robust tests, Saddlepoint techniques. JEL Classification : C12, C13, C14 1 … three models on overidentifying moment conditions. Keywords: Exponential tilting, Generalized method of moments, Information …

Persistent link: https://www.econbiz.de/10003335766

Robust small sample accurate inference in moment condition models

Lô, Serigne N.; Ronchetti, Elvezio - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3182-3197

(information and entropy econometrics (IEE)) or the nonrobustness (Robust GMM estimators and tests). A new procedure which combines …

Persistent link: https://www.econbiz.de/10010617651

Information Theoretic and Entropy Methods: An Overview

Golan, Amos; Maasoumi, Esfandiar - In: Econometric Reviews 27 (2008) 4-6, pp. 317-328

Persistent link: https://www.econbiz.de/10005292322