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Moment estimation for censored quantile regression
Wang, Qian; Chen, Songnian - In: Econometric reviews 40 (2021) 9, pp. 815-829
Persistent link: https://www.econbiz.de/10012624540
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Bounded tilting estimation
Schennach, Susanne M.; Wahlstrom, Oscar - In: Econometric reviews 44 (2025) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10015196591
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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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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
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A survey on the estimation of CCAPM via moment restrictions : the case of Japan
Noda, Akihiko - In: Keio economic studies 49 (2013), pp. 69-91
Persistent link: https://www.econbiz.de/10010194358
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Model selection tests for conditional moment inequality models
Hsu, Yu-Chin; Shi, Xiaoxia - 2013
Persistent link: https://www.econbiz.de/10009778548
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High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan; Chen, Song Xi; Chen, Xiaohong - In: Journal of econometrics 185 (2015) 1, pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
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Model-selection tests for conditional moment restriction models
Hsu, Yu-Chin; Shi, Xiaoxia - In: The econometrics journal 20 (2017) 1, pp. 52-85
Persistent link: https://www.econbiz.de/10011719965
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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Zhang, Xianyang - In: Journal of econometrics 193 (2016) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10011704780
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Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Lee, Seojeong - In: Journal of econometrics 192 (2016) 1, pp. 86-104
Persistent link: https://www.econbiz.de/10011615683