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A semi-parametric basis for combining estimation problems under quadratic loss

Judge, George G. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001794784

Combining estimators to improve structural model estimation and inference under quadratic loss

Mittelhammer, Ron C.; Judge, George G. - In: Journal of econometrics 128 (2005) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10003002287

A semiparametric basis for combining estimation problems under quadratic loss

Judge, George G.; Mittelhammer, Ron C. - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 479-487

Persistent link: https://www.econbiz.de/10002096051

Estimating the link function in multinomial response models under endogeneity and quadratic loss

Judge, George G. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001946238

A minimum mean squared error semiparametric combining estimator

Judge, George G.; Mittelhammer, Ron C. - In: Essays in honor of Jerry Hausman, (pp. 55-85). 2012

Persistent link: https://www.econbiz.de/10009709146

A risk superior semiparametric estimator for overidentified linear models

Judge, George G.; Mittelhammer, Ron C. - In: 30th anniversary edition, (pp. 237-255). 2012

Persistent link: https://www.econbiz.de/10009711927

Estimation and inference in the case of compting sets of estimating equations

Judge, George G.; Mittelhammer, Ron C. - In: Journal of econometrics 138 (2007) 2, pp. 513-531

Persistent link: https://www.econbiz.de/10003464297

Robust moment based estimation and inference : the generalized Cressie-Read estimator

Mittelhammer, Ron C.; Judge, George G. - In: Statistical inference, econometric analysis and matrix …, (pp. 163-177). 2009

Persistent link: https://www.econbiz.de/10003780981

An entropy-based approach for nonparametrically testing simple probability distribution hypotheses

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...

Persistent link: https://www.econbiz.de/10012805047

An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - 2022

n this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...

Persistent link: https://www.econbiz.de/10013298495