Similar Search Results

Information theoretic approaches to inference in moment condition models

Imbens, Guido; Johnson, Phillip; Spady, Richard Henry - 1995

Persistent link: https://www.econbiz.de/10000921669

Information theoretic approaches to inference in moment condition models

Imbens, Guido; Johnson, Phillip; Spady, Richard Henry - 1995

Persistent link: https://www.econbiz.de/10000935000

Information theoretic approaches to inference in moment condition models

Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 333-357

Persistent link: https://www.econbiz.de/10001237570

Confidence intervals in generalized method of moments model

Imbens, Guido; Spady, Richard Henry - In: Journal of econometrics 107 (2002) 1/2, pp. 87-98

Persistent link: https://www.econbiz.de/10001651263

The performance of empirical likelihood and its generalizations

Imbens, Guido; Spady, Richard Henry - In: Identification and inference for econometric models : …, (pp. 216-244). 2005

Persistent link: https://www.econbiz.de/10003351968

Information Theoretic Approaches to Inference in Moment Condition Models

Imbens, Guido; Spady, Richard Henry; Johnson, Phillip - 2021

One-step efficient GMM estimation has been developed in the recent papers of Back and Brown (1990), Imbens (1993) and Qin and Lawless (1994). These papers emphasized methods that correspond to using Owen's (1988) method of empirical likelihood to reweight the data so that the reweighted sample...

Persistent link: https://www.econbiz.de/10013252335