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Citations for "Information Theoretic Approaches to Inference in Movement Condition Models"

by Imbens, G.W. & Johnson, P. & Spady, R.H.

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  1. Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, Elsevier, vol. 138(2), pages 430-460, June.
  2. Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance, EconWPA 9904003, EconWPA.
  3. Hyungsik Roger Moon & Frank Schorfheide, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," IEPR Working Papers, Institute of Economic Policy Research (IEPR) 06.56, Institute of Economic Policy Research (IEPR).
  4. Luis Quintero, . "MCMC Approach to Classical Estimation with Overidentifying Restrictions," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2013-E13, Carnegie Mellon University, Tepper School of Business.
  5. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3048, C.E.P.R. Discussion Papers.
  6. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0321, National Bureau of Economic Research, Inc.
  7. Mehmet Caner, 2005. "Exponential Tilting With Weak Instruments," Working Papers, University of Pittsburgh, Department of Economics 208, University of Pittsburgh, Department of Economics, revised Jan 2005.
  8. Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika, Springer, Springer, vol. 68(3), pages 351-363, November.
  9. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  10. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  11. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, Elsevier, vol. 173(1), pages 108-125.
  12. Israelov, Roni & Lugauer, Steven, 2011. "Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias," Statistics & Probability Letters, Elsevier, Elsevier, vol. 81(9), pages 1339-1347, September.
  13. Angelica Gonzalez, 2007. "Empirical Likelihood: Improved Inference within Dynamic Panel Data Models," ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh 154, Edinburgh School of Economics, University of Edinburgh.
  14. Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012. "Inverse Probability Tilting for Moment Condition Models with Missing Data," Review of Economic Studies, Oxford University Press, vol. 79(3), pages 1053-1079.
  15. Kitamura, Yuichi & Stutzer, Michael, 2002. "Connections between entropic and linear projections in asset pricing estimation," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 159-174, March.
  16. Clive Bowsher, 2000. "On Testing Overidentifying Restrictions in Dynamic Panel Data Models," Economics Series Working Papers, University of Oxford, Department of Economics 2000-W28, University of Oxford, Department of Economics.
  17. Guido Imbens, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1166, Econometric Society.
  18. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics, EconWPA 0310005, EconWPA.
  19. Mittelhammer, Ron C & Judge, George G. & Schoenberg, Ron, 2003. "Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt2xm0n02g, Department of Agricultural & Resource Economics, UC Berkeley.
  20. Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2009. "Choosing instrumental variables in conditional moment restriction models," Journal of Econometrics, Elsevier, Elsevier, vol. 152(1), pages 28-36, September.
  21. Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011. "A new class of asymptotically efficient estimators for moment condition models," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 268-277, June.
  22. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, Elsevier, vol. 141(1), pages 109-140, November.
  23. Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators: Firm Size and R&D Revisited," Discussion Paper, Tilburg University, Center for Economic Research 2005-131, Tilburg University, Center for Economic Research.
  24. Caner, Mehmet, 2008. "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 144(2), pages 511-523, June.
  25. Alain Guay & Jean-Francois Lamarche, 2005. "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers, Brock University, Department of Economics 0804, Brock University, Department of Economics, revised Oct 2008.
  26. Stefan Boes, 2004. "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," SOI - Working Papers, Socioeconomic Institute - University of Zurich 0404, Socioeconomic Institute - University of Zurich.
  27. Sueishi, Naoya, 2013. "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, Elsevier, vol. 118(3), pages 509-511.
  28. Grendar, Marian & Judge, George G., 2010. "Maximum Likelihood with Estimating Equations," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt1r45k876, Department of Agricultural & Resource Economics, UC Berkeley.
  29. Lô, Serigne N. & Ronchetti, Elvezio, 2012. "Robust small sample accurate inference in moment condition models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3182-3197.
  30. Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
  31. Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /2014/572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  32. Devereux, Paul J. & Tripathi, Gautam, 2009. "Optimally combining censored and uncensored datasets," Journal of Econometrics, Elsevier, Elsevier, vol. 151(1), pages 17-32, July.
  33. Umut Oguzoglu & Thanasis Stengos, 2011. "Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach," Review of Economic Analysis, Rimini Centre for Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 129-148, October.
  34. Giuseppe Ragusa, 2011. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(4), pages 406-456.
  35. Almeida, Caio & Garcia, René, 2012. "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 519-537.
  36. Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers, Department of Economics, University of Victoria 0401, Department of Economics, University of Victoria.
  37. Canay, Ivan A. & Otsu, Taisuke, 2012. "Hodges–Lehmann optimality for testing moment conditions," Journal of Econometrics, Elsevier, Elsevier, vol. 171(1), pages 45-53.
  38. Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1720, Cowles Foundation for Research in Economics, Yale University.
  39. Aviv Nevo, 2001. "Using Weights to Adjust for Sample Selection When Auxiliary Information is Available," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0275, National Bureau of Economic Research, Inc.
  40. Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  41. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, Elsevier, vol. 128(1), pages 1-29, September.
  42. Guggenberger, Patrik & Smith, Richard J., 2005. "Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 21(04), pages 667-709, August.
  43. Patrik Guggenberger, 2006. "Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews," UCLA Economics Online Papers, UCLA Department of Economics 371, UCLA Department of Economics.
  44. Grendar, Marian & Judge, George G., 2010. "Revised empirical likelihood," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt6gs579r0, Department of Agricultural & Resource Economics, UC Berkeley.
  45. Otsu, Taisuke, 2011. "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 102(8), pages 1203-1216, September.
  46. Myoung-Jae Lee, 2004. "Selection correction and sensitivity analysis for ordered treatment effect on count response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 19(3), pages 323-337.
  47. Joachim Inkmann, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 00-03, Center of Finance and Econometrics, University of Konstanz.
  48. Canay, Ivan A., 2010. "EL inference for partially identified models: Large deviations optimality and bootstrap validity," Journal of Econometrics, Elsevier, Elsevier, vol. 156(2), pages 408-425, June.
  49. Marsh, Thomas L. & Mittelhammer, Ronald C., 2001. "Adaptive Truncated Estimaton Applied To Maximum Entropy," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah, Western Agricultural Economics Association 36169, Western Agricultural Economics Association.
  50. Aaron Chalfin & Justin McCrary, 2013. "The Effect of Police on Crime: New Evidence from U.S. Cities, 1960-2010," NBER Working Papers 18815, National Bureau of Economic Research, Inc.
  51. Henry-Osorio, Miguel & Mittelhammer, Ronald C., 2012. "An Information-Theoretic Approach to Modeling Binary Choices: Estimating Willingness to Pay for Recreation Site Attributes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association 123432, Agricultural and Applied Economics Association.
  52. Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014. "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, Elsevier, vol. 178(P1), pages 86-100.
  53. Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, Elsevier, vol. 153(2), pages 136-154, December.
  54. Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche, CIRPEE 0747, CIRPEE.
  55. Guggenberger, Patrik, 2012. "A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters," Economics Letters, Elsevier, Elsevier, vol. 117(3), pages 901-904.
  56. Marsh, Thomas L. & Mittelhammer, Ronald C. & Judge, George G., 2001. "Empirical Likelihood Estimators Of The Linear Simultaneous Equations Model," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 20752, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  57. Richard H Spady, 1996. "Nonparametric inference by quasi-likelihood methods'/A>Size-v0: 198,000," Economics Papers, Economics Group, Nuffield College, University of Oxford 19. & 111., Economics Group, Nuffield College, University of Oxford.
  58. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 175-193, March.
  59. James Heckman & Rosa Matzkin & Lars Nesheim, 2005. "Nonparametric estimation of nonadditive hedonic models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP03/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  60. Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," Working Paper, Federal Reserve Bank of Atlanta 2004-1, Federal Reserve Bank of Atlanta.
  61. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, Elsevier, vol. 115(2), pages 293-346, August.
  62. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, School of Economics and Management, University of Aarhus.
  63. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers, School of Economics, The University of New South Wales 2014-02, School of Economics, The University of New South Wales.
  64. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, Elsevier, vol. 161(2), pages 110-121, April.
  65. Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  66. Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012. "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, Elsevier, vol. 167(2), pages 370-382.
  67. Ligon, Ethan A., 2011. "Dynamics, risk, and vulnerability," CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy 1112, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  68. Thanasis Stengos & Ximing Wu†, 2007. "We derive general distribution tests based on the method of Maximum Entropy density," Working Paper Series, The Rimini Centre for Economic Analysis 24-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
  69. Walker, Todd B & Haley, M. Ryan, 2009. "Alternative Tilts for Nonparametric Option Pricing," MPRA Paper 17140, University Library of Munich, Germany.
  70. Crôtte, Amado & Noland, Robert B. & Graham, Daniel J., 2010. "An analysis of gasoline demand elasticities at the national and local levels in Mexico," Energy Policy, Elsevier, Elsevier, vol. 38(8), pages 4445-4456, August.
  71. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany.
  72. Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2009. "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1722, Cowles Foundation for Research in Economics, Yale University.
  73. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, Elsevier, vol. 178(P1), pages 132-145.
  74. Bowsher, Clive G., 2002. "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, Elsevier, Elsevier, vol. 77(2), pages 211-220, October.
  75. Daniel Wilhelm, 2014. "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP15/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  76. Imbens, Guido W. & Spady, Richard, 2002. "Confidence intervals in generalized method of moments models," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 87-98, March.
  77. Antoine, Bertille & Bonnal, Helene & Renault, Eric, 2007. "On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood," Journal of Econometrics, Elsevier, Elsevier, vol. 138(2), pages 461-487, June.
  78. Xiao, Zhiguo, 2010. "The weighted method of moments approach for moment condition models," Economics Letters, Elsevier, Elsevier, vol. 107(2), pages 183-186, May.
  79. Susanne Schennach, 2012. "Measurement error in nonlinear models- a review," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  80. van Akkeren, Marco & Judge, George & Mittelhammer, Ron, 2002. "Generalized moment based estimation and inference," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 127-148, March.
  81. Bera, Anil K. & Bilias, Yannis, 2002. "The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 51-86, March.
  82. Shane M. Sherlund, 2004. "Quasi Empirical Likelihood Estimation of Moment Condition Models," Econometric Society 2004 North American Summer Meetings, Econometric Society 507, Econometric Society.
  83. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 101(1), pages 37-69, March.
  84. Patrik Guggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  85. Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, Springer, vol. 15(1), pages 51-69, January.
  86. Ramalho, Joaquim J. S. & Smith, Richard J., 2002. "Generalized empirical likelihood non-nested tests," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 99-125, March.
  87. repec:ebl:ecbull:v:3:y:2005:i:13:p:1-6 is not listed on IDEAS
  88. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, Elsevier, vol. 157(2), pages 248-256, August.
  89. Stephen Bond & Anke Hoeffler, 2001. "GMM Estimation of Empirical Growth Models," Economics Series Working Papers, University of Oxford, Department of Economics 2001-W21, University of Oxford, Department of Economics.
  90. Guido W. Imbens & Judith K. Hellerstein, 1996. "Imposing Moment Restrictions from Auxiliary Data by Weighting," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0202, National Bureau of Economic Research, Inc.
  91. Grendar, Marian & Judge, George G., 2006. "Large Deviations Theory and Empirical Estimator Choice," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt20n3j23r, Department of Agricultural & Resource Economics, UC Berkeley.
  92. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 100(7), pages 1412-1431, August.
  93. Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, Elsevier, vol. 101(1), pages 165-193, March.
  94. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers, Department of Economics, University of York 08/26, Department of Economics, University of York.
  95. Steve Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers, Institute for Fiscal Studies W01/02, Institute for Fiscal Studies.
  96. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 213-233, March.
  97. Nevo, Aviv, 2002. "Sample selection and information-theoretic alternatives to GMM," Journal of Econometrics, Elsevier, Elsevier, vol. 107(1-2), pages 149-157, March.
  98. Okui, Ryo, 2009. "The optimal choice of moments in dynamic panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 151(1), pages 1-16, July.
  99. Marsh, Thomas L. & Mittelhammer, Ronald C., 2002. "Information Theoretic Alternatives To Traditional Simultaneous Equations Estimators In The Presence Of Heteroskedasticity," 2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 19831, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  100. Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith, 2003. "A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter," Economics Working Papers, University of Évora, Department of Economics (Portugal) 5_2003, University of Évora, Department of Economics (Portugal).
  101. Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 126(1), pages 25-51, May.
  102. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 331-349.
  103. Grendar, Marian & Judge, George G, 2009. "Maximum Empirical Likelihood: Empty Set Problem," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt71v338mh, Department of Agricultural & Resource Economics, UC Berkeley.
  104. Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers, Socioeconomic Institute - University of Zurich 0704, Socioeconomic Institute - University of Zurich.
  105. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
  106. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper, Tilburg University, Center for Economic Research 2009-25, Tilburg University, Center for Economic Research.
  107. Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, Elsevier, vol. 172(2), pages 255-274.
  108. Susanne M. Schennach, 2007. "Point estimation with exponentially tilted empirical likelihood," Papers 0708.1874, arXiv.org.
  109. Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  110. Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2003. "Empirical likelihood estimation and consistent tests with conditional moment restrictions," Journal of Econometrics, Elsevier, Elsevier, vol. 117(1), pages 55-93, November.
  111. Joachim Inkmann, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 01-03, Center of Finance and Econometrics, University of Konstanz.
  112. Serigne N. Lo & Elvezio Ronchetti, 2006. "Robust Small Sample Accurate Inference in Moment Condition Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva, Institut d'Economie et Econométrie, Université de Genève 2006.04, Institut d'Economie et Econométrie, Université de Genève.
  113. Patrik Guggenberger, 2005. "Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-6.