المؤلفون: Buchinsky, Moshe, Li, Fanghua, Liao, Zhipeng

المساهمون: University of California Los Angeles (UCLA), University of California (UC), Département d'économie (Sciences Po) (ECON), Sciences Po (Sciences Po)-Centre National de la Recherche Scientifique (CNRS), University of New South Wales Sydney (UNSW)

المصدر: ISSN: 0304-4076 ; Journal of Econometrics ; https://hal-sciencespo.archives-ouvertes.fr/hal-03926721 ; Journal of Econometrics, 2022, 226 (1), pp.80-103. ⟨10.1016/j.jeconom.2020.10.011⟩.

مصطلحات موضوعية: Conditional moment restrictions, Data combination, Minimum distance estimation, Series estimation, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-03926721; https://hal-sciencespo.archives-ouvertes.fr/hal-03926721

الاتاحة: https://hal-sciencespo.archives-ouvertes.fr/hal-03926721
https://doi.org/10.1016/j.jeconom.2020.10.011

المؤلفون: Chib, Siddhartha, Shin, Minchul, Simoni, Anna

المساهمون: Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0035-9246.

مصطلحات موضوعية: Bayesian inference, Bernstein-von Mises theorem, Conditional moment restrictions, Exponentially tilted empirical likelihood, Marginal likelihood, Misspecification, Posterior consistency, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [SHS.STAT]Humanities and Social Sciences/Methods and statistics, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

Relation: hal-03504122; https://hal.science/hal-03504122; https://hal.science/hal-03504122/document; https://hal.science/hal-03504122/file/CSS_Manuscript1c.pdf

الاتاحة: https://hal.science/hal-03504122
https://hal.science/hal-03504122/document
https://hal.science/hal-03504122/file/CSS_Manuscript1c.pdf

المؤلفون: Kitamura, Yuichi, Tripathi, Gautam, Ahn, Hyungtaik

المصدر: Econometrica, 2004 Nov 01. 72(6), 1667-1714.

URL الوصول: https://www.jstor.org/stable/3598764

المؤلفون: Tripathi, Gautam, Kitamura, Yuichi

المصدر: The Annals of Statistics, 2003 Dec 01. 31(6), 2059-2095.

URL الوصول: https://www.jstor.org/stable/3448447

المؤلفون: Ai, Chunrong, Chen, Xiaohong

المصدر: Econometrica, 2003 Nov 01. 71(6), 1795-1843.

URL الوصول: https://www.jstor.org/stable/1555539

المؤلفون: Montalvo, Jose G.

المصدر: Journal of Business & Economic Statistics, 1997 Jan 01. 15(1), 82-89.

URL الوصول: https://www.jstor.org/stable/1392077

المؤلفون: Hansen, Lars Peter, Singleton, Kenneth J.

المصدر: Journal of Business & Economic Statistics, 1996 Jan 01. 14(1), 53-68.

URL الوصول: https://www.jstor.org/stable/1392099

المؤلفون: Sueishi, Naoya

مصطلحات موضوعية: Conditional moment restrictions, Empirical likelihood /Fisher information, Least favorable submodel

Relation: info:doi/10.1016/j.econlet.2015.11.028

الاتاحة: http://www.lib.kobe-u.ac.jp/handle_kernel/90003467
http://www.lib.kobe-u.ac.jp/repository/90003467.pdf

المؤلفون: Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae

المساهمون: Seo, Myung Hwan, Whang, Yoon-Jae

مصطلحات موضوعية: GENERALIZED-METHOD, SEPARATE FAMILIES, UNIFORM LAW, BOOTSTRAP, MODELS, INFERENCE, GMM, Empirical likelihood, Non-nested tests, Conditional moment restrictions

Relation: Journal of Econometrics, Vol.167 No.2, pp.370-382; https://hdl.handle.net/10371/207868; 000302106300008; 2-s2.0-84857190919; 13454

الاتاحة: https://hdl.handle.net/10371/207868
https://doi.org/10.1016/j.jeconom.2011.09.022

المؤلفون: Li, Fanghua

مصطلحات موضوعية: Economics, Conditional Moment Restrictions, Data combination, imputation, Misallocation, Occupational Mobility, partial insurance

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/4qh3k7d9

المؤلفون: Bravo, Francesco, Carlos Escanciano, Juan, Otsu, Taisuke

المصدر: Essays in Honor of Jerry Hausman

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/S0731-9053(2012)0000029020

المؤلفون: Kostyrka, Andreï

المساهمون: Cosma, Antonio [superviser], Tripathi, Gautam [superviser], Holcblat, Benjamin [member of the jury], Kanaya, Shin [member of the jury], Patilea, Valentin [member of the jury]

مصطلحات موضوعية: missing data, stratification, conditional moment restrictions, Méthodes quantitatives en économie & gestion [B09] [Sciences économiques & de gestion], empirical likelihood, efficient estimation, density modelling, Quantitative methods in economics & management [B09] [Business & economic sciences], financial econometrics, bad volatility

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2658::b7df563d70eef815285f062b6b65a5ca
http://orbilu.uni.lu/handle/10993/47806

المؤلفون: Chib, Siddhartha, Shin, Minchul, Simoni, Anna

المساهمون: Simoni, Anna, Centre National de la Recherche Scientifique (CNRS)

المصدر: Journal of the Royal Statistical Society. Series B. Methodological
Journal of the Royal Statistical Society. Series B. Methodological, In press

مصطلحات موضوعية: Statistics and Probability, Bayesian inference, Posterior consistency, Econometrics (econ.EM), Mathematics - Statistics Theory, Statistics Theory (math.ST), 01 natural sciences, FOS: Economics and business, 010104 statistics & probability, [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], 0502 economics and business, [SHS.STAT] Humanities and Social Sciences/Methods and statistics, FOS: Mathematics, 0101 mathematics, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, Exponentially tilted empirical likelihood, Economics - Econometrics, 050205 econometrics, [SHS.STAT]Humanities and Social Sciences/Methods and statistics, [STAT.ME] Statistics [stat]/Methodology [stat.ME], [STAT.TH] Statistics [stat]/Statistics Theory [stat.TH], 05 social sciences, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Conditional moment restrictions, Bernstein-von Mises theorem, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [STAT.ML] Statistics [stat]/Machine Learning [stat.ML], Misspecification, Marginal likelihood, Statistics, Probability and Uncertainty, [STAT.ME]Statistics [stat]/Methodology [stat.ME]

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fa2bdc0f933f95f4fde41c74cf3e4020

المؤلفون: Xiaohong Chen

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://cowles.econ.yale.edu/P/cd/d18a/d1804.pdf.

مصطلحات موضوعية: Nonlinear time series, Temporal dependence, Tail dependence, Penalized sieve M estimation, Penalized sieve minimum distance, Semiparametric two-step, Nonlinear ill-posed inverse, Mixtures, Conditional moment restrictions, Nonparametric endogeneity, Dynamic asset pricing, Varying coe ¢ cient VAR, GARCH, Copulas, Value-at-risk. JEL, C13, C14, C20

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.221.5657; http://cowles.econ.yale.edu/P/cd/d18a/d1804.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.221.5657
http://cowles.econ.yale.edu/P/cd/d18a/d1804.pdf

المؤلفون: Horowitz, JL, Lee, S

المصدر: J ECONOMETRICS , 152 (2) 141 - 152. (2009)

مصطلحات موضوعية: Hypothesis test, Quantile estimation, Instrumental variables, Specification testing, Consistent testing, CONDITIONAL MOMENT RESTRICTIONS, ABSOLUTE DEVIATIONS ESTIMATORS, STRUCTURAL EQUATION MODELS, NONSEPARABLE MODELS, IDENTIFICATION, INFERENCE

وصف الملف: application/pdf

Relation: https://discovery.ucl.ac.uk/id/eprint/14676/1/14676.pdf; https://discovery.ucl.ac.uk/id/eprint/14676/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/14676/1/14676.pdf
https://discovery.ucl.ac.uk/id/eprint/14676/

المؤلفون: Francesco Bravo, Juan Carlos Escanciano, Taisuke Otsu

المساهمون: The Pennsylvania State University CiteSeerX Archives

مصطلحات موضوعية: Key words and phrases, Conditional moment restrictions, Generalized Method of Moments, Global Identi…cation, Asset Pricing. JEL Classi…cation Number, C12, C13, C32. 1

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.362.7290

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.362.7290

المؤلفون: Taisuke Otsu, Myung Hwan Seo, Yoon-jae Whang

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://personal.lse.ac.uk/seo/PDF/un_nonnest.pdf.

مصطلحات موضوعية: Empirical likelihood, Non-nested tests, Conditional moment restrictions JEL Codes, C12, C13, C14, C22

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.217; http://personal.lse.ac.uk/seo/PDF/un_nonnest.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.217
http://personal.lse.ac.uk/seo/PDF/un_nonnest.pdf

المؤلفون: Kyungchul Song

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.princeton.edu/~erp/GNYC/papers/Song.pdf.

مصطلحات موضوعية: Key words and Phrases, Conditional Moment Restrictions, Single-Index Restric- tions, Boostrap, Con dence Sets

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.497.9893; http://www.princeton.edu/~erp/GNYC/papers/Song.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.497.9893
http://www.princeton.edu/~erp/GNYC/papers/Song.pdf

المؤلفون: Taisuke Otsu, Myung Hwan Seo, Yoon-jae Whang

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://cowles.econ.yale.edu/P/cd/d16b/d1660.pdf.

مصطلحات موضوعية: Empirical likelihood, Non-nested tests, Conditional moment restrictions JEL Codes, C12, C13, C14, C22 We would like to thank Yuichi Kitamura for helpful comments

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.193.8834; http://cowles.econ.yale.edu/P/cd/d16b/d1660.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.193.8834
http://cowles.econ.yale.edu/P/cd/d16b/d1660.pdf

المؤلفون: Yuichi Kitamura, Gautam Tripathi, Hyungtaik Ahn

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://web2.uconn.edu/tripathi/published-papers/ecta-sel.pdf.

مصطلحات موضوعية: Conditional moment restrictions, empirical likelihood, kernel

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.490.2205; http://web2.uconn.edu/tripathi/published-papers/ecta-sel.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.490.2205
http://web2.uconn.edu/tripathi/published-papers/ecta-sel.pdf