Cressie Read Power Divergence for Moment-Based Estimation: Hyperparameter and Finite Sample Behavior
Fuente:
arXiv
Saved in:
| Main Authors: | Lee, Jieun, Bera, Anil K. |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
by: Bera, Anil K., et al.
Published: (2024)
by: Bera, Anil K., et al.
Published: (2024)
Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties
by: Lee, Jieun, et al.
Published: (2026)
by: Lee, Jieun, et al.
Published: (2026)
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by: Lee, Seojeong
Published: (2018)
by: Lee, Seojeong
Published: (2018)
Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
by: Kang, Byunghoon, et al.
Published: (2025)
by: Kang, Byunghoon, et al.
Published: (2025)
Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach
by: Sun, Xiaolin
Published: (2022)
by: Sun, Xiaolin
Published: (2022)
Limitations of Randomization Tests in Finite Samples
by: Dutz, Deniz, et al.
Published: (2025)
by: Dutz, Deniz, et al.
Published: (2025)
Finite Sample Inference in Incomplete Models
by: Li, Lixiong, et al.
Published: (2022)
by: Li, Lixiong, et al.
Published: (2022)
Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models
by: Ben-Moshe, Dan, et al.
Published: (2026)
by: Ben-Moshe, Dan, et al.
Published: (2026)
Some Finite Sample Properties of the Sign Test
by: Cai, Yong
Published: (2021)
by: Cai, Yong
Published: (2021)
Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)
by: Blomquist, Soren, et al.
Published: (2024)
Convexity Not Required: Estimation of Smooth Moment Condition Models
by: Forneron, Jean-Jacques, et al.
Published: (2023)
by: Forneron, Jean-Jacques, et al.
Published: (2023)
Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by: Forneron, Jean-Jacques
Published: (2023)
by: Forneron, Jean-Jacques
Published: (2023)
Finite-Sample Risk Approximation and Risk-Consistent Tuning for Generalized Ridge Estimation in Nonlinear Models: Controlling Extreme Realizations
by: Iwasawa, Masamune
Published: (2025)
by: Iwasawa, Masamune
Published: (2025)
Method of Moments Estimation for Affine Stochastic Volatility Models
by: Wu, Yan-Feng, et al.
Published: (2024)
by: Wu, Yan-Feng, et al.
Published: (2024)
Non-Existent Moments of Earnings Growth
by: Sarpietro, Silvia, et al.
Published: (2022)
by: Sarpietro, Silvia, et al.
Published: (2022)
Optimally-Transported Generalized Method of Moments
by: Schennach, Susanne, et al.
Published: (2025)
by: Schennach, Susanne, et al.
Published: (2025)
Identification and Estimation of Semiparametric Multilayered Sample Selection Models
by: Kim, Dongwoo
Published: (2026)
by: Kim, Dongwoo
Published: (2026)
Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
by: Bazylik, Sergei, et al.
Published: (2024)
by: Bazylik, Sergei, et al.
Published: (2024)
Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
by: Rui, Cui, et al.
Published: (2025)
by: Rui, Cui, et al.
Published: (2025)
Starting Small: Prioritizing Safety over Efficacy in Randomized Experiments Using the Exact Finite Sample Likelihood
by: Christy, Neil, et al.
Published: (2024)
by: Christy, Neil, et al.
Published: (2024)
Asymptotic Theory for Clustered Samples
by: Hansen, Bruce E., et al.
Published: (2019)
by: Hansen, Bruce E., et al.
Published: (2019)
Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration
by: Ballinari, Daniele, et al.
Published: (2024)
by: Ballinari, Daniele, et al.
Published: (2024)
Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence
by: Hao, Yu, et al.
Published: (2024)
by: Hao, Yu, et al.
Published: (2024)
Testing for Endogeneity: A Moment-Based Bayesian Approach
by: Chib, Siddhartha, et al.
Published: (2026)
by: Chib, Siddhartha, et al.
Published: (2026)
Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
by: Hao, Yu, et al.
Published: (2025)
by: Hao, Yu, et al.
Published: (2025)
Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach
by: van Praag, Bernard M. S., et al.
Published: (2025)
by: van Praag, Bernard M. S., et al.
Published: (2025)
Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions
by: Li, Lixiong
Published: (2026)
by: Li, Lixiong
Published: (2026)
Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
by: Argañaraz, Facundo, et al.
Published: (2024)
by: Argañaraz, Facundo, et al.
Published: (2024)
Semiparametric Bayesian Inference for a Conditional Moment Equality Model
by: Walker, Christopher D.
Published: (2024)
by: Walker, Christopher D.
Published: (2024)
A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls
by: Fry, Joseph
Published: (2023)
by: Fry, Joseph
Published: (2023)
Lee Bounds with a Continuous Treatment in Sample Selection
by: Lee, Ying-Ying, et al.
Published: (2024)
by: Lee, Ying-Ying, et al.
Published: (2024)
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models
by: Lynda Khalaf, et al.
Published: (2025)
by: Lynda Khalaf, et al.
Published: (2025)
Point-Identifying Semiparametric Sample Selection Models with No Excluded Variable
by: Kim, Dongwoo, et al.
Published: (2025)
by: Kim, Dongwoo, et al.
Published: (2025)
Automatic Debiased Machine Learning of Structural Parameters with General Conditional Moments
by: Argañaraz, Facundo
Published: (2025)
by: Argañaraz, Facundo
Published: (2025)
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
by: Lee, Seojeong
Published: (2018)
by: Lee, Seojeong
Published: (2018)
Moments by Integrating the Moment-Generating Function
by: Hansen, Peter Reinhard, et al.
Published: (2024)
by: Hansen, Peter Reinhard, et al.
Published: (2024)
Higher-Order Neyman Orthogonality in Moment-Condition Models
by: Bonhomme, Stéphane, et al.
Published: (2026)
by: Bonhomme, Stéphane, et al.
Published: (2026)
A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
by: Lee, Seojeong
Published: (2018)
by: Lee, Seojeong
Published: (2018)
Finite Population Identification and Design-Based Sensitivity Analysis
by: Kline, Brendan, et al.
Published: (2025)
by: Kline, Brendan, et al.
Published: (2025)
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study
by: Bach, Philipp, et al.
Published: (2024)
by: Bach, Philipp, et al.
Published: (2024)
Similar Items
-
Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
by: Bera, Anil K., et al.
Published: (2024) -
Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties
by: Lee, Jieun, et al.
Published: (2026) -
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by: Lee, Seojeong
Published: (2018) -
Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
by: Kang, Byunghoon, et al.
Published: (2025) -
Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach
by: Sun, Xiaolin
Published: (2022)