Tag econometric_theory [45 articles] Export

Recent papers classified by the tag econometric_theory.

	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models [My Copy] Econometrica, Vol. 72, No. 6. (2004), pp. 1667-1714. by Yuichi Kitamura, Gautam Tripathi, Hyungtaik Ahn posted to asymptotics econometric_theory empirical_likelihood instrumental_variables by ctacmo on 2009-07-09 19:25:35 as
	Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations☆ [My Copy] Journal of Multivariate Analysis, Vol. 100, No. 8. (September 2009), pp. 1727-1751. by Naoto Kunitomo, Yukitoshi Matsushita posted to econometric_theory empirical_likelihood multivariate by ctacmo on 2009-07-09 17:43:00 as
	Asymptotic efficiency in estimation with conditional moment restrictions [My Copy] Journal of Econometrics, Vol. 34, No. 3. (March 1987), pp. 305-334. by G. Chamberlain posted to asymptotics econometric_theory empirical_likelihood statistical_theory by ctacmo on 2009-01-14 19:41:56 as
	Econometric Foundations Pack with CD-ROM [My Copy] (28 July 2000) by Ron C. Mittelhammer, George G. Judge, Douglas J. Miller posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo on 2008-07-14 21:20:57 as
	Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference [My Copy] Journal of Business & Economic Statistics, pp. 507-517. by B. W. Brown, W. K. Newey posted to asymptotics bootstrap econometric_theory gmm by ctacmo on 2008-07-07 20:14:10 as
	Alternative Semi-Parametric Likelihood Approaches to Generalised Method of Moments Estimation [My Copy] The Economic Journal, Vol. 107, No. 441. (1997), pp. 503-519. by Richard J. Smith posted to asymptotics econometric_theory empirical_likelihood gmm by ctacmo on 2008-07-07 16:15:58 as
	Finite-Sample Properties of Some Alternative GMM Estimators [My Copy] Journal of Business & Economic Statistics, Vol. 14, No. 3. (1996), pp. 262-280. by Lars P. Hansen, John Heaton, Amir Yaron posted to asymptotics econometric_theory gmm by ctacmo on 2008-07-07 15:49:03 as
	On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood [My Copy] Journal of Econometrics In 'Information and Entropy Econometrics' - A Volume in Honor of Arnold Zellner, Vol. 138, No. 2. (June 2007), pp. 461-487. by Bertille Antoine, Hélène Bonnal, Eric Renault posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo on 2008-07-07 02:25:42 as
	Estimation and inference in the case of competing sets of estimating equations [My Copy] Journal of Econometrics In 'Information and Entropy Econometrics' - A Volume in Honor of Arnold Zellner, Vol. 138, No. 2. (June 2007), pp. 513-531. by George G. Judge, Ron C. Mittelhammer posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo on 2008-07-07 02:24:44 as
	On the second-order properties of empirical likelihood with moment restrictions [My Copy] Journal of Econometrics, Vol. 141, No. 2. (December 2007), pp. 492-516. by Song X. Chen, Hengjian Cui posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo on 2008-07-07 02:23:57 as
	Empirical likelihood estimation and consistent tests with conditional moment restrictions [My Copy] Journal of Econometrics, Vol. 117, No. 1. (November 2003), pp. 55-93. by Stephen G. Donald, Guido W. Imbens, Whitney K. Newey posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo on 2008-07-07 02:23:08 as along with 1 person jrblevin
	The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis [My Copy] Journal of Econometrics, Vol. 107, No. 1-2. (March 2002), pp. 51-86. by Anil K. Bera, Yannis Bilias posted to asymptotics econometrics econometric_theory empirical_likelihood gmm likelihood statistical_theory by ctacmo on 2008-07-07 02:22:06 as along with 1 person JoeVinegar
	Efficient information theoretic inference for conditional moment restrictions [My Copy] Journal of Econometrics In 'Information and Entropy Econometrics' - A Volume in Honor of Arnold Zellner, Vol. 138, No. 2. (June 2007), pp. 430-460. by Richard J. Smith posted to asymptotics econometrics econometric_theory empirical_likelihood information_theory by ctacmo on 2008-07-07 02:21:01 as
	Information in generalized method of moments estimation and entropy-based moment selection [My Copy] Journal of Econometrics In 'Information and Entropy Econometrics' - A Volume in Honor of Arnold Zellner, Vol. 138, No. 2. (June 2007), pp. 488-512. by Alastair R. Hall, Atsushi Inoue, Kalidas Jana, Changmock Shin posted to asymptotics econometrics econometric_theory empirical_likelihood gmm by ctacmo on 2008-07-07 02:19:56 as
	Finite Sample Properties of the Two-Step Empirical Likelihood Estimator [My Copy] Econometric Reviews, Vol. 24, No. 3. (2005), pp. 247-263. by Patrik Guggenberger, Jinyong Hahn posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo on 2008-07-07 02:18:44 as
	Information Theoretic and Entropy Methods: An Overview [My Copy] Econometric Reviews, Vol. 27, No. 4. (2008), pp. 317-328. by Amos Golan, Esfandiar Maasoumi posted to asymptotics econometrics econometric_theory empirical_likelihood information_theory by ctacmo on 2008-07-07 02:16:37 as along with 1 person nurban
	Large-Deviations Theory and Empirical Estimator Choice [My Copy] Econometric Reviews, Vol. 27, No. 4. (2008), pp. 513-525. by Marian Grendár, George Judge posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo to the group Biostatistics on 2008-07-07 02:15:46 as
	Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator [My Copy] Econometric Reviews, Vol. 27, No. 4. (2008), pp. 526-541. by Patrik Guggenberger posted to asymptotics econometrics econometric_theory empirical_likelihood by ctacmo to the group Biostatistics on 2008-07-07 02:15:04 as
	GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION [My Copy] Econometric Theory, Vol. 21, No. 04. (2005), pp. 667-709. by Patrik Guggenberger, Richard J. Smith posted to asymptotics econometrics econometric_theory empirical_likelihood identification by ctacmo to the group Biostatistics on 2008-07-07 02:10:17 as
	Generalized Method of Moments and Empirical Likelihood [My Copy] Journal of Business & Economic Statistics, pp. 493-506. by G. W. Imbens posted to asymptotics econometrics econometric_theory empirical_likelihood gmm by ctacmo to the group Biostatistics on 2008-07-07 02:08:56 as
	Implicit Alternatives and the Local Power of Test Statistics [My Copy] Econometrica, Vol. 55, No. 6. (1987), pp. 1305-1329. by Russell Davidson, James G. Mackinnon posted to asymptotics econometric_theory misspecified_models robust_inference by ctacmo to the group SEM on 2008-06-30 17:33:14 as along with 1 group Biostatistics
	CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE [My Copy] Econometric Theory, Vol. 14, No. 03. (2000), pp. 295-325. by Maxwell B. Stinchcombe, Halbert White posted to asymptotics econometric_theory identification statistical_theory by ctacmo to the group Biostatistics on 2008-06-30 16:15:25 as
	Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative [My Copy] The Annals of Statistics, Vol. 23, No. 5. (1995), pp. 1609-1629. by Donald W. K. Andrews, Werner Ploberger posted to asymptotics econometric_theory identification by ctacmo to the group Biostatistics on 2008-06-30 16:13:33 as
	Specification testing when score test statistics are identically zero [My Copy] Journal of Econometrics, Vol. 31, No. 2. (March 1986), pp. 121-149. by Lung-Fei Lee, Andrew Chesher posted to asymptotics econometric_theory identification by ctacmo to the group Biostatistics on 2008-06-30 14:53:49 as
	Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators [My Copy] Econometrica, Vol. 72, No. 1. (2004), pp. 219-255. by Whitney K. Newey, Richard J. Smith posted to asymptotics econometric_theory empirical_likelihood higher_order_asymptotics by ctacmo on 2008-06-20 21:11:23 as
	Robust likelihood inference for public policy [My Copy] The Canadian Journal of Statistics/La revue canadienne de statistique, Vol. 35, No. 3. (September 2007), pp. 341-350. by David F. Andrews posted to bootstrap econometric_theory by ctacmo on 2008-05-05 19:55:43 as
	Partial Identification of Probability Distributions (Springer Series in Statistics) [My Copy] (12 May 2003) by Charles F. Manski posted to econometrics econometric_theory identification by ctacmo to the group Statistics_and_Social_Science on 2007-12-08 04:42:01 as along with 1 person and 1 group dejang Biostatistics
	Identification Problems in the Social Sciences [My Copy] (15 March 1999) by Charles F. Manski posted to asymptotics econometrics econometric_theory identification by ctacmo to the group Statistics_and_Social_Science on 2007-12-08 04:41:22 as along with 3 people and 1 group toomash dejang gconaldi Biostatistics
	Asymptotic inference from multi-stage samples [My Copy] Journal of Econometrics, Vol. 126, No. 1. (May 2005), pp. 145-171. by Debopam Bhattacharya posted to asymptotics econometric_theory sampling survey by ctacmo to the group Statistics_and_Social_Science on 2007-10-18 17:25:42 as along with 1 group Biostatistics
	Econometric Analysis of Cross Section and Panel Data [My Copy] (01 October 2001) by Jeffrey M. Wooldridge posted to regression panel_data microeconometrics longitudinal logit instrumental_variables econometric_theory econometrics by ctacmo to the group Biostatistics on 2007-09-03 15:43:15 as along with 11 people and 2 groups xyplex Emmanuel toomash jake gorm fredrikhw jgoebel dejang mondpanther kenjimyzk RolandKappe Statistics_and_Social_Science ceriba
	Estimation and Inference in Econometrics [My Copy] (11 December 1992) by Russell Davidson, James G. Mackinnon posted to microeconometrics m_estimates likelihood instrumental_variables econometric_theory econometrics bootstrap asymptotics by ctacmo to the group Statistics_and_Social_Science on 2007-09-03 15:27:13 as along with 1 person and 1 group firoozye Biostatistics
	Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg [My Copy] (23 May 2005) edited by Donald W. K. Andrews, James H. Stock posted to econometric_theory econometrics asymptotics by ctacmo to the group Biostatistics on 2007-07-16 16:19:02 as along with 1 group Statistics_and_Social_Science
	Econometrics of Qualitative Dependent Variables (Themes in Modern Econometrics) [My Copy] (16 October 2000) by Christian Gourieroux posted to probit logit econometric_theory econometrics by ctacmo to the group Biostatistics on 2007-07-16 00:04:02 as along with 1 group Statistics_and_Social_Science
	Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments [My Copy] Econometrica, Vol. 66, No. 6. (1998), pp. 1389-1404. by Jiahui Wang, Eric Zivot posted to econometric_theory econometrics instrumental_variables by ctacmo on 2007-07-11 18:38:20 as along with 1 person and 2 groups mweidner Statistics_and_Social_Science Biostatistics
	Large Sample Properties of Generalized Method of Moments Estimators [My Copy] Econometrica, Vol. 50, No. 4. (1982), pp. 1029-1054. by Lars P. Hansen posted to overid gmm econometric_theory asymptotics by ctacmo to the group Biostatistics on 2007-07-01 16:15:11 as along with 2 people and 1 group rivadeneyra toomash Statistics_and_Social_Science
	The Estimation of Economic Relationships using Instrumental Variables [My Copy] Econometrica, Vol. 26, No. 3. (1958), pp. 393-415. by J. D. Sargan posted to asymptotics econometric_theory gmm instrumental_variables overid by ctacmo on 2007-07-01 16:13:53 as along with 2 groups Statistics_and_Social_Science Biostatistics
	Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression [My Copy] Econometrica, Vol. 74, No. 3. (2006), pp. 715-752. by Donald W. Andrews, Marcelo J. Moreira, James H. Stock posted to econometric_theory asymptotics by ctacmo to the group Statistics_and_Social_Science on 2007-06-21 20:00:11 as along with 1 group Biostatistics
	Estimation When a Parameter is on a Boundary [My Copy] Econometrica, Vol. 67, No. 6. (1999), pp. 1341-1383. by Donald W. K. Andrews posted to econometrics econometric_theory boundary asymptotics by ctacmo to the group Biostatistics on 2007-04-15 04:14:29 as along with 1 person and 1 group mweidner Statistics_and_Social_Science
	Testing When a Parameter Is on the Boundary of the Maintained Hypothesis [My Copy] Econometrica, Vol. 69, No. 3. (2001), pp. 683-734. by Donald W. K. Andrews posted to asymptotics boundary econometric_theory econometrics by ctacmo on 2007-04-15 04:13:34 as along with 2 groups Statistics_and_Social_Science Biostatistics
	Inconsistency of the Bootstrap When a Parameter is on the Boundary of the Parameter Space [My Copy] Econometrica, Vol. 68, No. 2. (2000), pp. 399-405. by Donald W. K. Andrews posted to econometrics econometric_theory boundary asymptotics by ctacmo to the group Biostatistics on 2007-04-15 04:11:35 as along with 1 group Statistics_and_Social_Science
	Instrumental Variables Regression with Weak Instruments [My Copy] Econometrica, Vol. 65, No. 3. (1997), pp. 557-586. by Douglas Staiger, James H. Stock posted to instrumental_variables econometrics econometric_theory by ctacmo to the group Statistics_and_Social_Science on 2007-04-13 14:51:38 as along with 1 group Biostatistics
	Pseudo Maximum Likelihood Methods: Theory [My Copy] Econometrica, Vol. 52, No. 3. (1984), pp. 681-700. by C. Gourieroux, A. Monfort, A. Trognon posted to sandwich_estimator misspecified_models econometric_theory ecmx_reading_misspecified asymptotics by ctacmo to the group Statistics_and_Social_Science on 2007-01-26 22:28:21 as along with 1 group Biostatistics
	Pseudo Maximum Likelihood Methods: Applications to Poisson Models [My Copy] Econometrica, Vol. 52, No. 3. (1984), pp. 701-720. by C. Gourieroux, A. Monfort, A. Trognon posted to sandwich_estimator misspecified_models econometric_theory ecmx_reading_misspecified asymptotics by ctacmo to the group Biostatistics on 2007-01-26 22:27:18 as along with 1 group Statistics_and_Social_Science
	Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative [My Copy] Econometrica, Vol. 62, No. 6. (1994), pp. 1383-1414. by Donald W. K. Andrews, Werner Ploberger posted to asymptotics econometric_theory identification by ctacmo on 2006-12-04 22:28:55 as along with 2 groups Statistics_and_Social_Science Biostatistics
	Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis [My Copy] Econometrica, Vol. 64, No. 2. (1996), pp. 413-430. by Bruce E. Hansen posted to asymptotics econometric_theory identification by ctacmo on 2006-12-04 22:27:11 as along with 2 groups Statistics_and_Social_Science Biostatistics

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asymptotics	75
econometrics	50
empirical_likelihood	23
identification	20
instrumental_variables	15
gmm	13
boundary	9
misspecified_models	9
ecmx_reading_misspecified	6
overid	6
sandwich_estimator	6
bootstrap	5
logit	5
microeconometrics	5
likelihood	4
statistical_theory	4
m_estimates	3
probit	3
robust_inference	3
sampling	3
survey	3
higher_order_asymptotics	2
information_theory	2
longitudinal	2
panel_data	2
regression	2
multivariate	1
weak_instruments	1

Tag econometric_theory [45 articles] Export

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