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Censored regression, Nonseparable models, Endogenous regressors, Tobit, Extreme quantiles
asymptotic minimax theorem, Hellinger distance, semiparametric efficiency
Empirical likelihood, Nonparametric methods, Regression discontinuity design, Treatment effect
Empirical likelihood, Non-nested tests, Encompassing tests, Cox-type tests, Conditional moment restrictions
Realized volatility, Large deviation, Moderate deviation
Nonparametric additive model, Empirical likelihood, Generalized linear model, Quantile regression
Conditional moment restrictions, Generalized method of moments, Global identification, Hausman test, Asset pricing
Bootstrap, Breakdown point, Instrumental variable regression
Empirical likelihood, Non-nested tests, Conditional moment restrictions
Bootstrap, Breakdown point, GMM
Empirical likelihood, GMM, Overidentification test, Bartlett correction, Higher order analysis
Moment restriction, Model comparison, Misspecification, Generalized Neyman-Pearson optimality, Generalized method of moments
Generalized Method of Moments, Empirical Likelihood, Moderate Deviations, Large deviations
Asymptotic optimality, Large deviations, Moment condition, Generalized method of moments, Generalized empirical likelihood
Bartlett correction, Empirical likelihood, Cressie-Read power divergence family
Generalized method of moments, Empirical likelihood, Large deviations
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dynamic Markov game, hypothesis testing, multiplicity of equilibria
