Quasi-Maximum Likelihood Estimation Revisited Using the Distance and Direction Method

키워드

참고문헌 (29)

1. Aigner, D., "Formulation and estimation of stochastic frontier production function models", Journal of Econometrics, 6, pp.21~37 (1977)
2. Andrews, D., "Consistency in nonlinear econometric models: A generic uniform law of large numbers", Econometrica, 55, pp.1465~1472 (1987)
3. Andrews, D., "Laws of large numbers for dependent non-identically distributed random variables", Econometric Theory, 5, pp.458~467 (1988)
4. Andrews, D., "Generic uniform convergency", Econometric Theory, 8, pp.1241~1257 (1992)
5. Andrews, D., "Testing when a parameter is on the boundary of the maintained hypothesis", Econometrica, 69, pp.683~734 (2001)
6. Bierens, H., "A consistent conditional moment test of functional form", Econometrica, 58, pp.1443~1458 (1990)
7. Bierens, H., "Asymptotic theory of integrated conditional moment tests", Econometrica, 65, pp.1129~1152 (1997)
8. 조진서, "Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models", 계량경제학보, 22(2), pp.60~91 (2011), 한국계량경제학회
9. 조진서, "Testing for the Mixture Hypothesis of Geometric Distributions", 계량경제학보, 20(3), pp.31~55 (2009), 한국계량경제학회
10. 조진서, "Revisiting tests for neglected nonlinearity using artificial neural networks", Neural Computation, 23(5), pp.1133~1186, MIT Press
11. Cho, J.S., "Testing for the effects of omitted power transformations", Economics Letters (2010)
12. 조진서, "Testing for regime switching", Econometrica, 75(6), pp.1671~1720, Blackwell Publishing Inc.
13. 조진서, "Testing for unobserved heterogeneity in exponential and Weibull duration models", Journal of Econometrics, 157(2), pp.458~480, Elsevier BV
14. Cho, J.S., "Testing correct model specification using extreme leaning machines", Neurocomputing, 74, pp.2552~2565 (2011)
15. 조진서, "Generalized runs tests for the IID hypothesis", Journal of Econometrics, 162(2), pp.326~344, Elsevier BV
16. Directionally differentiable econometric models, "Cho, J.S.", School of Economcis, Yonsei University, ~ (2012)
17. Davies, R., "Hypothesis testing when a nuisance parameter is present only under the alternative", Biometrika, 64, pp.247~254 (1977)
18. Davies, R., "Hypothesis testing when a nuisance parameter is present only under the alternative", Biometrika, 74, pp.33~43 (1987)
19. Engle, R., "Autoregressive conditional duration: A new model for irregularly spaced transaction data", Ecoometrica, 66, pp.1127~1162 (1998)
20. Gallant, R., "A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models" (1988), Basil Blackwell
21. Gourieroux, C., "Pseudo-maximum likelihood method: Theory", Econometrica, 52, pp.681~700 (1984)
22. Hansen, B., "Inference when a nuisance parameter is not identified under the null hypothesis", Econometrica, 64, pp.413~430 (1996)
23. Hayashi, F., "Econometrics" (2000), Princeton University Press
24. King, M., "Locally optimal testing when a nuisance parameter is present only under the alternative", Review of Economics and Statistics, 75, pp.1~7 (1993)
25. Levine, D., "A remark on serial correlation in maximum likelihood", Journal of Econometrics, 23, pp.337~342 (1983)
26. Stevenson, R., "Likelihood functions for generalized stochastic frontier estimation", Journal of Econometrics, 13, pp.57~66 (1980)
27. White, H., "Maximum likelihood estimation of misspecified models", Econometrica, 50, pp.1~25 (1982)
28. White, H., "Estimation, Inference and Specification Analysis" (1994), Cambridge University Press
29. White, H., "Asymptotic Theory for Econometricians" (2000), Academic Press

관련 논문AI추천