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The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (2002). BERA, Anil K. ; Bilias, Yannis .
In: Journal of Econometrics.
RePEc:eee:econom:v:107:y:2002:i:1-2:p:51-86.

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  2. Density Forecast of Financial Returns Using Decomposition and Maximum Entropy. (2021). Zhang, RU ; Wang, HE ; Lee, Tae-Hwy.
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  3. Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna.
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  6. Estimating and simulating Weibull models of risk or price durations: An application to ACD models. (2013). NG, KOK HAUR ; Allen, David ; Peiris, Shelton.
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    RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

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  5. Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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  6. Measuring monetary policy deviations from the Taylor rule. (2018). Palma, Nuno ; Madeira, Joao ; Smith, Richard J ; Grant, Nicky L.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:1803.

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  7. GEL-Based Inference from Unconditional Moment Inequality Restrictions. (2018). Smith, Richard J ; Grant, Nicky L.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:1802.

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  8. GEL-based inference with unconditional moment inequality restrictions. (2018). Smith, Richard J ; Grant, Nicky L.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:23/18.

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  9. Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data. (2016). Pelgrin, Florian ; Guay, Alain.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:35:y:2016:i:3:p:344-372.

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  10. GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference. (2016). Prokhorov, Artem ; Hill, Jonathan B.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:190:y:2016:i:1:p:18-45.

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  11. Robustness of bootstrap in instrumental variable regression. (2015). Otsu, Taisuke ; Camponovo, Lorenzo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:60185.

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  12. Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. (2015). Hill, Jonathan B..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:135:y:2015:i:c:p:131-152.

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  13. Robustness of bootstrap in instrumental variable regression. (2014). Otsu, Taisuke ; Camponovo, Lorenzo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58185.

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  14. Neglected heterogeneity in moment condition models. (2014). Smith, Richard ; Hahn, Jinyong ; Newey, Whitney K..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p1:p:86-100.

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  15. Robustness of bootstrap in instrumental variable regression. (2014). Otsu, Taisuke ; Camponovo, Lorenzo.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:572.

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  16. Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:/2014/572.

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  17. Assessing misspecified asset pricing models with empirical likelihood estimators. (2012). Garcia, René ; Almeida, Caio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:519-537.

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  18. GEL statistics under weak identification. (2012). Smith, Richard ; Ramalho, Joaquim ; Guggenberger, Patrik ; Ramalho, Joaquim J. S., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:331-349.

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  19. Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model. (2011). Tsangarides, Charalambos ; Mirestean, Alin T ; Chen, Huigang.
    In: IMF Working Papers.
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  20. Large sample properties of the three-step euclidean likelihood estimators under model misspecification. (2010). Dovonon, Prosper.
    In: MPRA Paper.
    RePEc:pra:mprapa:40025.

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  21. Estimating Firm Size Elasticities of Product and Process R&D. (2010). Inkmann, Joachim.
    In: Economica.
    RePEc:bla:econom:v:77:y:2010:i:306:p:384-402.

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  22. The role of beliefs in inference for rational expectations models. (2009). Lehmann, Bruce N..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:2:p:322-331.

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  23. The Information Content of Implied Probabilities to Detect Structural Change. (2008). Lamarche, Jean-Francois ; Guay, Alain.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0833.

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  24. Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions. (2008). Ragusa, Giuseppe.
    In: Working Papers.
    RePEc:irv:wpaper:080906.

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  25. The Information Content of Implied Probabilities to Detect Structural Change. (2008). Lamarche, Jean-Francois ; Guay, Alain.
    In: Working Papers.
    RePEc:brk:wpaper:0804.

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  26. Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions. (2007). Guay, Alain ; Pelgrin, Florian .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0747.

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

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  28. Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited. (2005). Inkmann, Joachim.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c39cff1f-16c1-4446-a83f-cb85af2de955.

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  29. Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited. (2005). Inkmann, Joachim.
    In: Discussion Paper.
    RePEc:tiu:tiucen:c39cff1f-16c1-4446-a83f-cb85af2de955.

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  30. The Role of Beliefs in Inference for Rational Expectations Models. (2005). Lehmann, Bruce N..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11758.

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  31. Local GEL methods for conditional moment restrictions. (2005). Smith, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/05.

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  32. Efficient information theoretic inference for conditional moment restrictions. (2005). Smith, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:14/05.

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  33. Goodness of Fit Tests for Moment Condition Models. (2005). Smith, Richard ; Ramalho, Joaquim ; Joaquim J. S. Ramalho, .
    In: Economics Working Papers.
    RePEc:evo:wpecon:5_2005.

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  34. Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures. (2005). Ramalho, Joaquim ; Joaquim J. S. Ramalho, .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:9:y:2005:i:1:n:3.

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  35. GEL Criteria for Moment Condition Models. (2004). Smith, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:19/04.

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  36. Estimating average partial effects under conditional moment independence assumptions. (2004). Wooldridge, Jeffrey ; Smith, Richard J. ; Newey, Whitney K..
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/04.

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  37. Quasi Empirical Likelihood Estimation of Moment Condition Models. (2004). Sherlund, Shane.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:507.

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  38. The New Keynesian Phillips Curve: An empirical assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian .
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:418.

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  39. 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.

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  40. Higher order properties of GMM and generalised empirical likelihood estimators. (2003). Smith, Richard ; Newey, Whitney.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:04/03.

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  41. Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables. (2003). Ramalho, Joaquim.
    In: Economics Working Papers.
    RePEc:evo:wpecon:9_2003.

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  42. Generalized empirical likelihood non-nested tests. (2002). Smith, Richard ; Ramalho, Joaquim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:107:y:2002:i:1-2:p:99-125.

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  43. The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (2002). BERA, Anil K. ; Bilias, Yannis .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:107:y:2002:i:1-2:p:51-86.

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  44. Sample selection and information-theoretic alternatives to GMM. (2002). Nevo, Aviv.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:107:y:2002:i:1-2:p:149-157.

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  45. Using Weights to Adjust for Sample Selection When Auxiliary Information is Available. (2001). Nevo, Aviv.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0275.

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  46. Efficient Semiparametric Estimation of Expectations in Dynamic Nonlinear Systems. (2001). Brown, Bryan ; Jeon, Byung M..
    In: Working Papers.
    RePEc:ecl:riceco:2001-09.

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  47. Higher order asymptotics and the bootstrap for empirical likelihood J tests. (2000). Bravo, Francesco.
    In: Discussion Papers.
    RePEc:yor:yorken:00/30.

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  48. Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation. (2000). Inkmann, Joachim.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0332.

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  49. Information theoretic approaches to inference in moment condition model. (1996). Imbens, Guido ; Spady, Richard H.
    In: Economics Papers.
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  50. Symmetrically normalized instrumental-variable estimation using panel data. (1996). Alonso-Borrego, César ; Arrellano, Manuel .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:4098.

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