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Information Theoretic Approaches to Inference in Moment Condition Models

Imbens, Guido W.; Spady, Richard H.; Johnson, Phillip - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 333-358

Persistent link: https://www.econbiz.de/10006789580

INFORMATION THEORETIC APPROACHES TO INFERENCE IN MOMENT CONDITION MODELS Technical Working Paper No. 186

Imbens, Guido W.; Johnson, Phillip; Spady, Richard H. - 1995

Persistent link: https://www.econbiz.de/10005994218

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

Information Theoretic Approaches to Inference in Moment Condition Models

Imbens, Guido W. - 1995

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/10012473589