Convexity Not Required: Estimation of Smooth Moment Condition Models

被引：0

作者：

Forneron, Jean-Jacques ^{[1
]}

Zhong, Liang ^{[1
]}

机构：

[1] Department of Economics, Boston University, 270 Bay State Road, Boston,MA,02215, United States

来源：

arXiv | 2023年

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Economics - Gradient methods - Method of moments - Newton-Raphson method

引用

共 50 条

[31] Robust Z-Estimators for Semiparametric Moment Condition Models
Toma, Aida
ENTROPY, 2023, 25 (07)
[32] Inverse Probability Tilting for Moment Condition Models with Missing Data
Graham, Bryan S.
De Xavier Pinto, Cristine Campos
Egel, Daniel
REVIEW OF ECONOMIC STUDIES, 2012, 79 (03): : 1053 - 1079
[33] A new class of tests for overidentifying restrictions in moment condition models
Wang, Xuexin
ECONOMETRIC REVIEWS, 2020, 39 (05) : 495 - 509
[34] Robust small sample accurate inference in moment condition models
Lo, Serigne N.
Ronchetti, Elvezio
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (11) : 3182 - 3197
[35] Efficiency bounds for moment condition models with mixed identification strength
Dovonon, Prosper
Atchade, Yves F.
Tchatoka, Firmin Doko
JOURNAL OF ECONOMETRICS, 2025, 248
[36] Robust inference for moment condition models without rational expectations
Chen, Xiaohong
Hansen, Lars Peter
Hansen, Peter G.
JOURNAL OF ECONOMETRICS, 2024, 243 (1-2)
[37] Convexity properties of generalized moment maps
Nitta, Yasufumi
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2009, 61 (04) : 1171 - 1204
[38] Convexity properties of presymplectic moment maps
Lin, Yi
Sjamaar, Reyer
JOURNAL OF SYMPLECTIC GEOMETRY, 2019, 17 (04) : 1159 - 1200
[39] Convexity of moment polytopes of algebraic varieties
Liu, W
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2003, 131 (09) : 2921 - 2932
[40] CONVEXITY OF THE MOMENT MAPPING OF A LIE GROUP
ARNAL, D
LUDWIG, J
JOURNAL OF FUNCTIONAL ANALYSIS, 1992, 105 (02) : 256 - 300

← 1 2 3 4 5 →