This paper proposes model selection criteria (MSC) for unconditional moment models using generalized empirical likelihood (GEL) statistics. The use of GEL-statistics in lieu of J-statistics (in the ...
This paper studies the qualitative robustness properties of the Schwarz information criterion (SIC) based on objective functions defining M-estimators. A definition of qualitative robustness ...
The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback