[go: up one dir, main page]
create a website
On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood. (2004). Renault, Eric ; Bonnal, Helene.
In: CIRANO Working Papers.
RePEc:cir:cirwor:2004s-18.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A new class of asymptotically efficient estimators for moment condition models. (2011). Li, Tong ; Gentry, Matthew ; Fan, Yanqin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:268-277.

    Full description at Econpapers || Download paper

  2. Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment. (2009). Crepet, Amelie ; Tressou, Jessica ; Harari-Kermadec, Hugo.
    In: Biometrics.
    RePEc:bla:biomet:v:65:y:2009:i:1:p:257-266.

    Full description at Econpapers || Download paper

  3. Using Empirical Likelihood to Combine Data : Application to Food Risk Assessment. (2007). Amelie Crepet ; Hugo Harari-Kermadec ; Jessica Tre, .
    In: Working Papers.
    RePEc:crs:wpaper:2007-20.

    Full description at Econpapers || Download paper

  4. Point estimation with exponentially tilted empirical likelihood. (2007). Schennach, Susanne.
    In: Papers.
    RePEc:arx:papers:0708.1874.

    Full description at Econpapers || Download paper

  5. Empirical likelihood estimators for the error distribution in nonparametric regression models. (2005). Nagel, Eva-Renate ; Kiwitt, Sebastian ; Neumeyer, Natalie .
    In: Technical Reports.
    RePEc:zbw:sfb475:200545.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Ai., C. and Chen, X. (2003), Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions, Econometrica 71, 6, 1795-1843.

  2. [10] Corcoran, S. (1998), Bartlett Adjustment of Empirical Discrepancy Statistics, Biometrika 85, No.4, 967-972.
    Paper not yet in RePEc: Add citation now

  3. [11] Donald, S. G., Imbens, G. W. and Newey, W.K. (2001), Empirical Likelihood Estimation and Consistent Tests with Conditional Moment Restrictions, W.P.

  4. [12] Donald, S. G. and Newey, W.K. (2000), A Jackknife Interpretation of the Continuous Updating Estimator, Economics Letters 67, 239-243.

  5. [13] Durrett, R. (1996), Probability: Theory and Examples, Second Edition, Duxbury Press, ITP.
    Paper not yet in RePEc: Add citation now
  6. [14] Fieller, F.C. and H.O. Hartley (1954), Sampling with Control Variables, Biometrika 41, 3/4, 494-501.
    Paper not yet in RePEc: Add citation now
  7. [15] Godambe, V. P. and Thompson (1989), An Extension of Quasi-likelihood Estimation (with discussion), Journal of Statistical Planning and Inference 22, 137-172.
    Paper not yet in RePEc: Add citation now

  8. [16] Hall, A. (2000), Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test, Econometrica 68, 1517-1527.

  9. [17] Hansen, L. P. (1982), Large Sample Properties of Generalized Method of Moments Estimators , 1982, Econometrica 50, No.4, 1029-1054.

  10. [18] Hansen, L. P., Heaton, J. and Yaron, A. (1996), Finite-Sample Properties of Some Alternative GMM Estimators, Journal of Business & Economic Statistics 14, No.3, 262-280.

  11. [19] Imbens, G. W. (1997), One-Step Estimators for Over-identified Generalized Method of Moments Models, Review of Economic Studies 64, No.1, 359-383.

  12. [2] Ai, C. and Chen, X. (2001), Efficient Sieve Minimum Distance Estimation of Semiparametric Conditional Moment Models, W.P.
    Paper not yet in RePEc: Add citation now

  13. [20] Imbens, G. W., Spady, R. H. and Johnson P. (1998), Information Theoretic Approaches to Inference in Moment Conditions Models, Econometrica 66, No.2, 333-357.

  14. [21] Kitamura, Y. and Stutzer, M. (1997),. An Information Theoretic Alternative to Generalized Method of Moments Estimation, Econometrica 65, No.4, 861-874.

  15. [22] Kitamura, Y. Tripathi, G. and Ahn, H. (2000), Empirical Likelihood-based Inference in Conditional Moment Restriction Models, W.P.
    Paper not yet in RePEc: Add citation now

  16. [23] Ledoit, O. and M. Wolf (2001), Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portfolio Selection, Journal of Empirical Finance, forthcoming.

  17. [24] Maasoumi E. (1993), A Compendium to Information Theory in Economics and Econometrics , Econometric Reviews, 12(2), 137-181.
    Paper not yet in RePEc: Add citation now
  18. [25] Newey, W. K. (1993), Efficient Estimation of Models with Conditional Moment Restrictions in G. S. Maddala, C. R. Rao and H. D. Vinod Eds, Handbook of Statistics, volume 11: Econometrics, North Holland.
    Paper not yet in RePEc: Add citation now

  19. [26] Newey, W. and R. J. Smith (2004), Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators, Econometrica 72, 1, 219-255.

  20. [27] Owen, A. (1990) Empirical Likelihood Ratio Confidence Regions, The Annals of Statistics 18, No.1, 90-120.
    Paper not yet in RePEc: Add citation now
  21. [28] Owen, A. (1991) Empirical Likelihood for Linear Models, The Annals of Statistics 19, No.4, 1725-1747.
    Paper not yet in RePEc: Add citation now
  22. [29] Owen, A. (2001) Empirical Likelihood, Chapman & Hall.
    Paper not yet in RePEc: Add citation now

  23. [3] Altonji, J. G. and Segal, L. M. (1996), Small Sample Bias in GMM Estimation of Covariance Structures, Journal of Economic and Business Statistics 14, 353-366.

  24. [30] Pakes, A. and Pollard, D. (1989), Simulation and the Asymptotics of Optimization Estimators , Econometrica 57, No. 5, 1027-1057.

  25. [31] Qin, J. and Lawless, J. (1994), Empirical Likelihood and General Estimating Equations, The Annals of Statistics 22, No.1, 300-325.
    Paper not yet in RePEc: Add citation now
  26. [32] Read, T. R., C. and Cressie, N. (1988) Goodness-of-Fit Statistics for Discrete Multivariate Data, 1988, Springer-Verlag, New York.
    Paper not yet in RePEc: Add citation now

  27. [33] Robinson, P. M. (1988), The Stochastic Difference Between Econometric Statistics, Econometrica, 56, 531-548.

  28. [34] Rothenberg, T. J. (1984), Approximating the Distributions of Econometric Estimators and Test Statistics, in Handbook of Econometrics, Vol. 2, ed. by Z. Griliches and M. D. Intriligator, North-Holland.

  29. [35] Severini, T.A. and G. Tripathi (2001), A Simplified Approach to Computing Efficiency Bounds in Semiparametric Models, Journal of Econometrics 102, 23-66.

  30. [36] Smith, R. J. (2000), Empirical Likelihood Estimation and Inference, in Applications of Differential Geometry to Econometrics, P. Marriott and M. Salmon Eds, Cambridge, University Press.

  31. [37] Zellner, A. (1991), Bayesian Methods and Entropy in Economics and Econometrics, in Grandy, W. T. and Schick, L. H. (eds.)., Maximum Entropy and Bayesian Methods, Dordrecht /Boston/London: Kluwer Academic Publishers, 17-31.
    Paper not yet in RePEc: Add citation now

  32. [38] Zellner, A. (2003), Some Aspects of the History of Bayesian Information Processing, W.P. Chicago GSB.

  33. [39] Zellner, A. and Tobias, J. (2001), Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model, International Economic Review 42, No. 1, 121-140.

  34. [4] Andrews, D. W. K. (1999), Moment Selection Procedures for Generalized Method of Moments Estimation, Econometrica 67, 543-564.

  35. [5] Back, K. and Brown, D. P. (1993) Implied probabilities in GMM estimators, Econometrica 61, No.4, 971-975.

  36. [6] Baggerly, K. A. (1998) Empirical Likelihood as a goodness-of-fit Measure, Biometrika 85, No.3, 535-547.
    Paper not yet in RePEc: Add citation now

  37. [7] Bera, A. K. and Bilias Y. (2002), The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis, Journal of Econometrics 107, 51-86.

  38. [8] Bonnal, H. (2003), Estimation dune distribution de probabilité sous contraintes de moments, forthcoming, Ph.D. thesis, Université de Rennes 1.
    Paper not yet in RePEc: Add citation now

  39. [9] Chamberlain, G. (1987) Asymptotic Efficiency in Estimation with Conditional Moment Restrictions , Journal of Econometrics 34, 305-334.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimation of partially specified dynamic spatial panel data models with fixed-effects. (2015). Sun, Yanqing ; Zhang, Yuanqing.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:51:y:2015:i:c:p:37-46.

    Full description at Econpapers || Download paper

  2. Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors. (2011). Khorunzhina, Natalia ; Roy, Gayle Wayne ; Natalia, Khorunzhina .
    In: MPRA Paper.
    RePEc:pra:mprapa:34329.

    Full description at Econpapers || Download paper

  3. The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston. (2011). Pathak, Parag ; Barwick, Panle.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17227.

    Full description at Econpapers || Download paper

  4. Low dimensional semiparametric estimation in a censored regression model. (2011). Sperlich, Stefan ; Moral-Arce, Ignacio ; Rodriguez-Poo, Juan M..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:1:p:118-129.

    Full description at Econpapers || Download paper

  5. Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates. (2010). Hu, Yingyao ; Shiu, Ji-Liang.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:557.

    Full description at Econpapers || Download paper

  6. Tests of hypotheses arising in the correlated random coefficient model. (2010). Heckman, James ; Schmierer, Daniel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:6:p:1355-1367.

    Full description at Econpapers || Download paper

  7. Nonparametric Identification of a Binary Random Factor in Cross Section Data. (2010). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:707.

    Full description at Econpapers || Download paper

  8. Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2010). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:587.

    Full description at Econpapers || Download paper

  9. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093.

    Full description at Econpapers || Download paper

  10. Identifying distributional characteristics in random coefficients panel data models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:22/09.

    Full description at Econpapers || Download paper

  11. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/09.

    Full description at Econpapers || Download paper

  12. Nonparametric identification of a binary random factor in cross section data. (2009). Lewbel, Arthur ; Dong, Yingyong .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:16/09.

    Full description at Econpapers || Download paper

  13. Efficient Estimation of Copula-based Semiparametric Markov Models. (2009). Chen, Xiaohong ; Wu, Wei Biao ; Yi, Yanping .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1691.

    Full description at Econpapers || Download paper

  14. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1650r.

    Full description at Econpapers || Download paper

  15. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1640r.

    Full description at Econpapers || Download paper

  16. Identifying Distributional Characteristics in Random Coefficients Panel Data Models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2009_0904.

    Full description at Econpapers || Download paper

  17. Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved. (2009). Lewbel, Arthur ; Hu, Yingyao.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:678.

    Full description at Econpapers || Download paper

  18. Semiparametric Modelling and Estimation: A Selective Overview. (2009). Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-44.

    Full description at Econpapers || Download paper

  19. Asymptotic and bootstrap properties of rank regressions. (2008). Subbotin, Viktor.
    In: MPRA Paper.
    RePEc:pra:mprapa:9030.

    Full description at Econpapers || Download paper

  20. An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework. (2008). Hatipoglu, Ozan.
    In: MPRA Paper.
    RePEc:pra:mprapa:7856.

    Full description at Econpapers || Download paper

  21. Essays on the econometric theory of rank regressions. (2008). Subbotin, Viktor.
    In: MPRA Paper.
    RePEc:pra:mprapa:14086.

    Full description at Econpapers || Download paper

  22. Inferring Welfare Maximizing Treatment Assignment under Budget Constraints. (2008). Dupas, Pascaline ; Bhattacharya, Debopam.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14447.

    Full description at Econpapers || Download paper

  23. Estimation of nonparametric conditional moment models with possibly nonsmooth moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:12/08.

    Full description at Econpapers || Download paper

  24. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/08.

    Full description at Econpapers || Download paper

  25. Identifying the returns to lying when the truth is unobserved. (2008). Lewbel, Arthur ; Hu, Yingyao.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:06/08.

    Full description at Econpapers || Download paper

  26. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Working Papers.
    RePEc:ecl:yaleco:47.

    Full description at Econpapers || Download paper

  27. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Working Papers.
    RePEc:ecl:yaleco:38.

    Full description at Econpapers || Download paper

  28. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1650.

    Full description at Econpapers || Download paper

  29. R&D and Productivity: Estimating Production Functions when Productivity is Endogenous. (2008). Jaumandreu, Jordi ; Doraszelski, Ulrich.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6636.

    Full description at Econpapers || Download paper

  30. Correct Specification and Identification of Nonparametric Transformation Models. (2008). Komunjer, Ivana ; Chiappori, Pierre.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt4v12m2rg.

    Full description at Econpapers || Download paper

  31. Identifying Structural Effects in Nonseparable Systems Using Covariates. (2008). White, Halbert ; Chalak, Karim.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:734.

    Full description at Econpapers || Download paper

  32. Identifying the Returns to Lying When the Truth is Unobserved. (2007). Lewbel, Arthur ; Hu, Yingyao.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:540.

    Full description at Econpapers || Download paper

  33. Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. (2007). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/07.

    Full description at Econpapers || Download paper

  34. Penalized empirical likelihood estimation of semiparametric models. (2007). Otsu, Taisuke.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:98:y:2007:i:10:p:1923-1954.

    Full description at Econpapers || Download paper

  35. On Rate Optimality for Ill-posed Inverse Problems in Econometrics. (2007). Reiss, Markus ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1626.

    Full description at Econpapers || Download paper

  36. R&D and productivity : estimating production functions when productivity is endogenous. (2007). Jaumandreu, Jordi ; Doraszelski, Ulrich.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we078652.

    Full description at Econpapers || Download paper

  37. Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments. (2007). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:675.

    Full description at Econpapers || Download paper

  38. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  39. R&D and productivity: Estimating production functions when productivity is endogenous. (2006). Jaumandreu, Jordi ; Doraszelski, Ulrich.
    In: MPRA Paper.
    RePEc:pra:mprapa:1246.

    Full description at Econpapers || Download paper

  40. Semiparametric Estimation of a Dynamic Game of Incomplete Information. (2006). Hong, Han ; Bajari, Patrick.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0320.

    Full description at Econpapers || Download paper

  41. Characterization of the asymptotic distribution of semiparametric M-estimators. (2006). Lee, Sokbae (Simon) ; Ichimura, Hidehiko.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/06.

    Full description at Econpapers || Download paper

  42. Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors. (2006). Hu, Yingyao ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1590.

    Full description at Econpapers || Download paper

  43. Instrumental regression in partially linear models. (2006). Van Bellegem, Sebastien ; Johannes, Jan ; FLORENS, Jean-Pierre.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006025.

    Full description at Econpapers || Download paper

  44. Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors. (2005). Tripathi, Gautam ; Severini, Thomas A..
    In: Working papers.
    RePEc:uct:uconnp:2005-12.

    Full description at Econpapers || Download paper

  45. Investigation of patterns in food-away-from-home expenditure for China. (2004). Min, Insik ; Li, Qi ; CHENG, FANG ; Fang, Cheng.
    In: China Economic Review.
    RePEc:eee:chieco:v:15:y:2004:i:4:p:457-476.

    Full description at Econpapers || Download paper

  46. On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood. (2004). Renault, Eric ; Bonnal, Helene.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-18.

    Full description at Econpapers || Download paper

  47. Nonparametric IV estimation of shape-invariant Engel curves. (2003). Kristensen, Dennis ; Chen, Xiaohong ; Blundell, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/03.

    Full description at Econpapers || Download paper

  48. Economic Choices. (2001). McFadden, Daniel.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:3:p:351-378.

    Full description at Econpapers || Download paper

  49. Sample Attrition in the Presence of Population Attrition. (). Kim, Seik.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2009-02.

    Full description at Econpapers || Download paper

  50. Economic Assimilation of Foreign-Born Workers in the United States: An Overlapping Rotating Panel Analysis. (). Kim, Seik.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2008-19.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 01:12:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.