[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Sample Out-of-Sample Inference Based on Wasserstein Distance. (2021). Kang, Yang ; Blanchet, Jose.
In: Operations Research.
RePEc:inm:oropre:v:69:y:2021:i:3:p:985-1013.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 56

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Antoine B, Bonnal H, Renault E (2007) On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood. J. Econometrics 138(2):461-487.

  2. Bayraksan G, Love DK (2015) Data-driven stochastic programming using phi-divergences. The Operations Research Revolution (INFORMS), 1-19.
    Paper not yet in RePEc: Add citation now
  3. Beiglböck M, Siorpaes P (2015) Pathwise versions of the Burkholder-Davis-Gundy inequality. Bernoulli 21(1):360-373.
    Paper not yet in RePEc: Add citation now
  4. Ben-Tal A, Den Hertog D, De Waegenaere A, Melenberg B, Rennen G (2013) Robust solutions of optimization problems affected by uncertain probabilities. Management Sci. 59(2):341-357.

  5. Blake C, Merz CJ (1998) Uci repository of machine learning databases.
    Paper not yet in RePEc: Add citation now
  6. Blanchet J, Kang Y (2017) Distributionally robust groupwise regularization estimator. Proc. Machine Learning Res. 77:97-112.
    Paper not yet in RePEc: Add citation now
  7. Blanchet J, Kang Y (2020) Semi-supervised learning based on distributionally robust optimization. Data Analysis and Applications 3: Computational, Classification, Financial, Statistical and Stochastic Methods, vol. 5, 1-33.
    Paper not yet in RePEc: Add citation now
  8. Blanchet J, Kang Y, Zhang F, He F, Hu Z (2019e) Doubly robust data-driven distributionally robust optimization. Proc. 18th Applied Stochastic Models and Data Analysis Internat. Conf. with Demographics Workshop, 249-262.
    Paper not yet in RePEc: Add citation now
  9. Blanchet J, Kang Y, Zhang F, Hu Z (2019c) A distributionally robust boosting algorithm. Proc. 2019 Winter Simulation Conf. (WSC), 3728-3739.
    Paper not yet in RePEc: Add citation now
  10. Blanchet J, Kang Y, Zhang F, Murthy K (2019d) Data-driven optimal transport cost selection for distributionally robust optimization. Proc. 2019 Winter Simulation Conf. (WSC), 3740-3751.
    Paper not yet in RePEc: Add citation now
  11. Blanchet J, Murthy K (2019) Quantifying distributional model risk via optimal transport. Math. Oper. Res. 44(2):565-600.

  12. Bravo F (2004) Empirical likelihood based inference with applications to some econometric models. Econometric Theory 20(02):231-264.

  13. Chen SX (1993) On the accuracy of empirical likelihood confidence regions for linear regression model. Ann. Instit. Statist. Math. 45(4):621-637.

  14. Chen SX, Keilegom IV (2009) A review on empirical likelihood methods for regression. TEST 18(3):415-447.

  15. Chen Z, Kuhn D, Wiesemann W (2018) Data-driven chance constrained programs over Wasserstein balls. Preprint, submitted September 1, 2018, https://arxiv.org/abs/1809.00210.
    Paper not yet in RePEc: Add citation now
  16. Dua D, Graff C (2019) UCI machine learning repository. http://archive.ics.uci.edu/ml.
    Paper not yet in RePEc: Add citation now
  17. Duchi J, Glynn P, Namkoong H (2016) Statistics of robust optimization: A generalized empirical likelihood approach. Preprint, submitted June 30, 2018, https://arxiv.org/abs/1610.03425.
    Paper not yet in RePEc: Add citation now
  18. Duchi J, Namkoong H (2018) Learning models with uniform performance via distributionally robust optimization. Preprint, submitted July 18, 2020, https://arxiv.org/abs/1810.08750.
    Paper not yet in RePEc: Add citation now
  19. Einmahl JH, McKeague IW (1999) Confidence tubes for multiple quantile plots via empirical likelihood. Ann. Statist. 27(4):1348-1367.

  20. Esfahani PM, Kuhn D (2018) Data-driven distributionally robust optimization using the Wasserstein metric: Performance guarantees and tractable reformulations. Math. Programming 171(1-2):115-166.
    Paper not yet in RePEc: Add citation now
  21. Gao R, Kleywegt AJ (2016) Distributionally robust stochastic optimization with Wasserstein distance. Preprint, submitted July 16, 2016, https://arxiv.org/abs/1604.02199.
    Paper not yet in RePEc: Add citation now
  22. Gao R, Xie L, Xie Y, Xu H (2018) Robust hypothesis testing using Wasserstein uncertainty sets. Advances in Neural Information Processing Systems, 7902-7912.
    Paper not yet in RePEc: Add citation now
  23. Governors Federal Reserve System (2019) Annual report. Accessed February 1, 2021, https://www.federalreserve.gov/publications/annual-report.htm.
    Paper not yet in RePEc: Add citation now
  24. Guggenberger P (2008) Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator. Econometric Rev. 27(4-6):526-541.

  25. Hastie T, Tibshirani R, Friedman J, Franklin J (2005) The elements of statistical learning: data mining, inference and prediction. Math. Intelligencer 27(2):83-85.
    Paper not yet in RePEc: Add citation now
  26. Hollander M, McKeague IW (1997) Likelihood ratio-based confidence bands for survival functions. J. Amer. Statist. Assoc. 92(437):215-226.
    Paper not yet in RePEc: Add citation now
  27. Hu W, Niu G, Sato I, Sugiyama M (2018) Does distributionally robust supervised learning give robust classifiers? Internat. Conf. on Machine Learning, 2034-2042.
    Paper not yet in RePEc: Add citation now
  28. Imbens GW (2012) Generalized method of moments and empirical likelihood. J. Bus. Econom. Statist 20(4):493-506.
    Paper not yet in RePEc: Add citation now
  29. Kitamura Y (2007) Empirical likelihood methods in econometrics: Theory and practice. Blundell R, Newey W, Persson T, eds. Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress (Econometric Society Monographs (Cambridge University Press, Cambridge), 174-237.
    Paper not yet in RePEc: Add citation now
  30. Lam H, Zhou E (2015) Quantifying uncertainty in sample average approximation. 2015 Winter Simulation Conf. (WSC), 3846-3857.
    Paper not yet in RePEc: Add citation now
  31. Lam H, Zhou E (2017) The empirical likelihood approach to quantifying uncertainty in sample average approximation. Oper. Res. Lett. 45(4):301-307.
    Paper not yet in RePEc: Add citation now
  32. Li G, Hollander M, McKeague IW, Yang J (1996) Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data. Ann. Statist. 24(2):628-640.
    Paper not yet in RePEc: Add citation now
  33. Li G, Qin J, Tiwari RC (1997) Semiparametric likelihood ratio-based inferences for truncated data. J. Amer. Statist. Assoc. 92(437):236-245.
    Paper not yet in RePEc: Add citation now
  34. Luenberger DG (1973) Introduction to Linear and Nonlinear Programming, vol. 28 (Addison-Wesley, Reading, MA).
    Paper not yet in RePEc: Add citation now
  35. Mohajerin Esfahani P, Kuhn D (2018) Data-driven distributionally robust optimization using the Wasserstein metric: Performance guarantees and tractable reformulations. Math. Programming 171(1):115-166.
    Paper not yet in RePEc: Add citation now
  36. Murphy SA (1995) Likelihood ratio-based confidence intervals in survival analysis. J. Amer. Statist. Assoc. 90(432):1399-1405.
    Paper not yet in RePEc: Add citation now
  37. Newey WK, Smith RJ (2004) Higher order properties of GMM and generalized empirical likelihood estimators. Econometrica 72(1):219-255.

  38. Owen A (1988) Empirical likelihood ratio confidence intervals for a single functional. Biometrika 75(2):237-249.
    Paper not yet in RePEc: Add citation now
  39. Owen A (1990) Empirical likelihood ratio confidence regions. Ann. Statist. 18(1):90-120.
    Paper not yet in RePEc: Add citation now
  40. Owen A (1991) Empirical likelihood for linear models. Ann. Statist. 19(4):1725-1747.
    Paper not yet in RePEc: Add citation now
  41. Owen A (2001) Empirical Likelihood (CRC Press, Boca Raton, FL).
    Paper not yet in RePEc: Add citation now
  42. Qin J, Lawless J (1995) Estimating equations, empirical likelihood and constraints on parameters. Canadian J. Stat. 23(2):145-159.
    Paper not yet in RePEc: Add citation now
  43. Rudin W (1964) Principles of Mathematical Analysis, vol. 3 (McGraw-Hill, New York).
    Paper not yet in RePEc: Add citation now
  44. Ruszczynski AP, Shapiro A (2003) Stochastic Programming, vol. 10 (Elsevier, Amsterdam).
    Paper not yet in RePEc: Add citation now
  45. Shafieezadeh-Abadeh S, Esfahani PM, Kuhn D (2015) Distributionally robust logistic regression. Advances in Neural Information Processing Systems, vol 28 (Curran Associates, Inc.), 1576-1584.
    Paper not yet in RePEc: Add citation now
  46. Shapiro A, Dentcheva D (2014) Lectures on Stochastic Programming: Modeling and Theory, vol. 16 (SIAM, Philadelphia).
    Paper not yet in RePEc: Add citation now
  47. Sinha A, Namkoong H, Duchi J (2018) Certifiable distributional robustness with principled adversarial training. Internat. Conf. on Learning Representations.
    Paper not yet in RePEc: Add citation now
  48. Villani C (2008) Optimal Transport: Old and New (Springer Science & Business Media, New York).
    Paper not yet in RePEc: Add citation now
  49. Volpi R, Namkoong H, Sener O, Duchi JC, Murino V, Savarese S (2018) Generalizing to unseen domains via adversarial data augmentation. Advances in Neural Information Processing Systems 5334-5344.
    Paper not yet in RePEc: Add citation now
  50. Wang Q, Rao JNK (2001) Empirical likelihood for linear regression models under imputation for missing responses. Canadian J. Statist. 29(4):597-608.
    Paper not yet in RePEc: Add citation now
  51. Wang Z, Glynn PW, Ye Y (2009) Likelihood robust optimization for data-driven newsvendor problems. Comput. Management Sci. 13(2):241-261.
    Paper not yet in RePEc: Add citation now
  52. Wilks SS (1938) The large-sample distribution of the likelihood ratio for testing composite hypotheses. Ann. Math. Statist. 9(1):60-62.
    Paper not yet in RePEc: Add citation now
  53. Yang I (2017) A convex optimization approach to distributionally robust markov decision processes with wasserstein distance. IEEE Control Systems Lett. 1(1):164-169.
    Paper not yet in RePEc: Add citation now
  54. Zhao C, Guan Y (2018) Data-driven risk-averse stochastic optimization with Wasserstein metric. Oper. Res. Lett. 46(2):262-267.
    Paper not yet in RePEc: Add citation now
  55. Zhao Y, Wang H (2008) Empirical likelihood inference for the regression model of mean quality-adjusted lifetime with censored data. Canadian J. Statist. 36(3):463-478.
    Paper not yet in RePEc: Add citation now
  56. Zhou M (2015) Empirical Likelihood Method in Survival Analysis, vol. 79 (CRC Press, Boca Raton, FL).
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Blockwise Euclidean likelihood for spatio-temporal covariance models. (2020). Crudu, Federico ; Bevilacqua, Moreno ; Morales-Oate, Victor.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:822.

    Full description at Econpapers || Download paper

  2. Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models. (2018). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:37:y:2018:i:7:p:695-718.

    Full description at Econpapers || Download paper

  3. Testing Identification Strength. (2018). Antoine, Bertille ; Renault, Eric.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp18-07.

    Full description at Econpapers || Download paper

  4. ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE. (2018). Antoine, Bertille ; Dovonon, Prosper.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp18-06.

    Full description at Econpapers || Download paper

  5. Robust Estimation with Exponentially Tilted Hellinger Distance. (2018). Antoine, Bertille ; Dovonon, Prosper.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2018s-38.

    Full description at Econpapers || Download paper

  6. Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong.
    In: Papers.
    RePEc:arx:papers:1806.00953.

    Full description at Econpapers || Download paper

  7. Improved Density and Distribution Function Estimation. (2018). Oryshchenko, Vitaliy ; Smith, Richard J.
    In: Papers.
    RePEc:arx:papers:1711.04793.

    Full description at Econpapers || Download paper

  8. Casual Inference using Generalized Empirical Likelihood Methods. (2017). Chausse, Pierre ; Luta, George .
    In: Working Papers.
    RePEc:wat:wpaper:1707.

    Full description at Econpapers || Download paper

  9. Errors-in-Variables Models with Many Proxies. (2017). Crudu, Federico.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:774.

    Full description at Econpapers || Download paper

  10. A Hausman Specification Test of Conditional Moment Restrictions. (2016). Nguimkeu, Pierre ; Lavergne, Pascal.
    In: TSE Working Papers.
    RePEc:tse:wpaper:31275.

    Full description at Econpapers || Download paper

  11. Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification. (2016). Dovonon, Prosper.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:35:y:2016:i:4:p:465-514.

    Full description at Econpapers || Download paper

  12. 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.

    Full description at Econpapers || Download paper

  13. A New Class of Tests for Overidentifying Restrictions in Moment Condition Models. (2016). Wang, Xuexin.
    In: MPRA Paper.
    RePEc:pra:mprapa:69004.

    Full description at Econpapers || Download paper

  14. Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators. (2016). Lee, Seojeong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:1:p:86-104.

    Full description at Econpapers || Download paper

  15. 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.

    Full description at Econpapers || Download paper

  16. Model Equivalence Tests for Overidentifying Restrictions. (2015). Lavergne, Pascal.
    In: TSE Working Papers.
    RePEc:tse:wpaper:29157.

    Full description at Econpapers || Download paper

  17. Shrinkage of Variance for Minimum Distance Based Tests. (2015). Renault, Eric ; Chaudhuri, Saraswata.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:34:y:2015:i:3:p:328-351.

    Full description at Econpapers || Download paper

  18. Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models. (2015). Robotti, Cesare ; Gospodinov, Nikolay ; Kan, Raymond.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-09.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  20. 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.

    Full description at Econpapers || Download paper

  21. Econometricians Have Their Moments: GMM at 32. (2015). Hall, Alastair R..
    In: The Economic Record.
    RePEc:bla:ecorec:v:91:y:2015:i:s1:p:1-24.

    Full description at Econpapers || Download paper

  22. Econometricians Have Their Moments: GMM at 32. (2015). Dungey, Mardi ; Hall, Alastair R ; Tian, Jing ; Alexeev, Vitali.
    In: The Economic Record.
    RePEc:bla:ecorec:v:91:y:2015:i::p:1-24.

    Full description at Econpapers || Download paper

  23. Nobel Lecture: Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/678456.

    Full description at Econpapers || Download paper

  24. Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. (2014). Lee, Seojeong.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-02.

    Full description at Econpapers || Download paper

  25. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20394.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  29. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: Working Papers.
    RePEc:bfi:wpaper:2014-06.

    Full description at Econpapers || Download paper

  30. Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory. (2013). Lavergne, Pascal ; Patilea, Valentin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:1:p:47-59.

    Full description at Econpapers || Download paper

  31. Semi-parametric estimation of American option prices. (2013). Gagliardini, Patrick ; Ronchetti, Diego .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:1:p:57-82.

    Full description at Econpapers || Download paper

  32. Efficient Inference with Poor Instruments: a General Framework. (2012). Renault, Eric ; Antoine, Bertille.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp12-04.

    Full description at Econpapers || Download paper

  33. 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.

    Full description at Econpapers || Download paper

  34. Local GMM estimation of time series models with conditional moment restrictions. (2012). Otsu, Taisuke ; Gospodinov, Nikolay.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:476-490.

    Full description at Econpapers || Download paper

  35. The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. (2012). Chen, Xiaohong ; Ai, Chunrong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:442-457.

    Full description at Econpapers || Download paper

  36. 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.

    Full description at Econpapers || Download paper

  37. Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach. (2012). Sentana, Enrique ; Pearanda, Francisco .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:303-324.

    Full description at Econpapers || Download paper

  38. Generalized empirical likelihood for a continuum of moment conditions. (2011). Chausse, Pierre.
    In: Working Papers.
    RePEc:wat:wpaper:1104.

    Full description at Econpapers || Download paper

  39. On the finite-sample properties of conditional empirical likelihood estimators. (2011). Crudu, Federico ; Sandor, Zsolt.
    In: MPRA Paper.
    RePEc:pra:mprapa:34116.

    Full description at Econpapers || Download paper

  40. Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias. (2011). Lugauer, Steven ; Israelov, Roni .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:9:p:1339-1347.

    Full description at Econpapers || Download paper

  41. A new class of asymptotically efficient estimators for moment condition models. (2011). Li, Tong ; Gentry, Matthew ; Fan, Yanqin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:268-277.

    Full description at Econpapers || Download paper

  42. Large sample properties of the three-step euclidean likelihood estimators under model misspecification. (2010). Dovonon, Prosper.
    In: MPRA Paper.
    RePEc:pra:mprapa:40025.

    Full description at Econpapers || Download paper

  43. A Unifying Approach to the Empirical Evaluation of Asset Pricing Models. (2010). Sentana, Enrique ; Pearanda, Francisco .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7943.

    Full description at Econpapers || Download paper

  44. A Unifying Approach to the Empirical Evaluation of Asset Pricing Models. (2010). Sentana, Enrique ; Pearanda, Francisco .
    In: Working Papers.
    RePEc:bge:wpaper:488.

    Full description at Econpapers || Download paper

  45. Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions. (2009). Chen, Xiaohong ; Ai, Chunrong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1731.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  49. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

    Full description at Econpapers || Download paper

  50. Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2006cf430.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-29 07:42:03 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.