Adjusted Exponentially Tilted Likelihood with Applications to Brain Morphology
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Whitney K. Newey & Richard J. Smith, 2004.
"Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators,"
Econometrica, Econometric Society, vol. 72(1), pages 219-255, January.
- Whitney K. Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998.
"Information Theoretic Approaches to Inference in Moment Condition Models,"
Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
- Guido W Imbens, Phillip Johnson & Richard H Spady, "undated". "Information theoretic approaches to inference in moment condition model," Economics Papers W12., Economics Group, Nuffield College, University of Oxford.
- Imbens, G.W. & Johnson, P. & Spady, R.H., 1995. "Information Theoretic Approaches to Inference in Movement Condition Models," Economics Papers 99, Economics Group, Nuffield College, University of Oxford.
- Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," NBER Technical Working Papers 0186, National Bureau of Economic Research, Inc.
- Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," Harvard Institute of Economic Research Working Papers 1736, Harvard - Institute of Economic Research.
- Yuichi Kitamura & Michael Stutzer, 1997. "An Information-Theoretic Alternative to Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 65(4), pages 861-874, July.
- Susanne M. Schennach, 2007. "Point estimation with exponentially tilted empirical likelihood," Papers 0708.1874, arXiv.org.
- Song Xi Chen & Hengjian Cui, 2006. "On Bartlett correction of empirical likelihood in the presence of nuisance parameters," Biometrika, Biometrika Trust, vol. 93(1), pages 215-220, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Michelle F. Miranda & Hongtu Zhu & Joseph G. Ibrahim, 2013. "Bayesian Spatial Transformation Models with Applications in Neuroimaging Data," Biometrics, The International Biometric Society, vol. 69(4), pages 1074-1083, December.
- Tang, Niansheng & Yan, Xiaodong & Zhao, Puying, 2018. "Exponentially tilted likelihood inference on growing dimensional unconditional moment models," Journal of Econometrics, Elsevier, vol. 202(1), pages 57-74.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015.
"High dimensional generalized empirical likelihood for moment restrictions with dependent data,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
- Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
- Giuseppe Ragusa, 2011.
"Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456, August.
- Giuseppe Ragusa, 2008. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers 080906, University of California-Irvine, Department of Economics.
- Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2013.
"Robustness, Infinitesimal Neighborhoods, and Moment Restrictions,"
Econometrica, Econometric Society, vol. 81(3), pages 1185-1201, May.
- Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers 1720, Cowles Foundation for Research in Economics, Yale University.
- Lô, Serigne N. & Ronchetti, Elvezio, 2012. "Robust small sample accurate inference in moment condition models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3182-3197.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Gaussian Processes and Bayesian Moment Estimation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
- Jean-Pierre Florens & Anna Simoni, 2015. "Gaussian processes and Bayesian moment estimation," Working Papers 2015-09, Center for Research in Economics and Statistics.
- Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
- Caner, Mehmet, 2008.
"Nearly-singular design in GMM and generalized empirical likelihood estimators,"
Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
- Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, University Library of Munich, Germany.
- A. Felipe & N. Martín & P. Miranda & L. Pardo, 2018. "Testing with Exponentially Tilted Empirical Likelihood," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1319-1358, December.
- Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
- Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
- Marian Grendar & George Judge, 2008.
"Large-Deviations Theory and Empirical Estimator Choice,"
Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 513-525.
- Grendar, Marian & Judge, George G., 2006. "Large Deviations Theory and Empirical Estimator Choice," CUDARE Working Papers 25084, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Grendar, Marian & Judge, George G., 2006. "Large Deviations Theory and Empirical Estimator Choice," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt20n3j23r, Department of Agricultural & Resource Economics, UC Berkeley.
- repec:bla:ecorec:v:91:y:2015:i::p:1-24 is not listed on IDEAS
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Philip Kostov, 2013. "Empirical likelihood estimation of the spatial quantile regression," Journal of Geographical Systems, Springer, vol. 15(1), pages 51-69, January.
- Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020.
"Robust identification of investor beliefs,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(52), pages 33130-33140, December.
- Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers 2236, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Working Papers 2020-69, Becker Friedman Institute for Research In Economics.
- Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," NBER Working Papers 27257, National Bureau of Economic Research, Inc.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
- Prosper Dovonon, 2016.
"Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 465-514, April.
- 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.
- Lavergne, Pascal, 2015. "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers 15-562, Toulouse School of Economics (TSE), revised May 2020.
- Israelov, Roni & Lugauer, Steven, 2011. "Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1339-1347, September.
- Chaudhuri, Saraswata & Renault, Eric, 2020. "Score tests in GMM: Why use implied probabilities?," Journal of Econometrics, Elsevier, vol. 219(2), pages 260-280.
- Lee, Seojeong, 2016.
"Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
- Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:65:y:2009:i:3:p:919-927. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.