Narrow search
Showing 1 - 5 of 5
Cover Image
Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
Cover Image
Which moments to match?
Gallant, A. Ronald - In: Econometric theory 12 (1996) 4, pp. 657-681
Persistent link: https://www.econbiz.de/10001210205
Cover Image
Adaptive rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J. - In: Econometric theory 7 (1991) 3, pp. 307-340
Persistent link: https://www.econbiz.de/10001118059
Cover Image
GENERALIZED EMPIRICAL LIKELIHOOD-BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10006966507
Cover Image
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith; Barnabani, M.; Caner, M.; Caner, M.; … - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10007912728