Breakdown point theory for implied probability bootstrap-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Breakdown point theory for implied probability bootstrap

Published:2012-02-01 Issue:1 Volume:15 Page:32-55
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Camponovo Lorenzo¹²,Otsu Taisuke³

Affiliation:

1. Department of Economics, University of Lugano, Via Giuseppe Buffi 13, 6900 Lugano, Ticino, Switzerland

2. Department of Economics, University of St. Gallen, Dufourstrasse 50CH‐9000 St. Gallen, Switzerland

3. Cowles Foundation and Department of Economics, Yale University, P.O. Box 208281, New Haven, CT 06520‐8281, USA

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/15/1/32/27679357/ectj0032.pdf

Reference32 articles.

1. Empirical likelihood block bootstrapping;Allen;Journal of Econometrics,2011

2. Small‐sample bias in GMM estimation of covariance structures;Altonji;Journal of Business and Economic Statistics,1996

3. On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean likelihood;Antoine;Journal of Econometrics,2007

4. Implied probabilities in GMM estimators;Back;Econometrica,1993

5. Efficient semiparametric estimation of expectations;Brown;Econometrica,1998

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exponential tilting for zero-inflated interval regression with applications to cyber security survey data;Journal of the Royal Statistical Society Series C: Applied Statistics;2024-05-29

2. Generalized method of trimmed moments;Journal of Statistical Planning and Inference;2016-04

3. Reliable inference for complex models by discriminative composite likelihood estimation;Journal of Multivariate Analysis;2016-02

4. A tilting approach to ranking influence;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2014-12-26

5. Robustness of Bootstrap in Instrumental Variable Regression;Econometric Reviews;2014-10-24

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3