Empirical likelihood estimation and consistent tests with conditional moment restrictions

DOI10.1016/S0304-4076(03)00118-0zbMath1022.62046OpenAlexW2015512149WikidataQ108880146 ScholiaQ108880146MaRDI QIDQ1410565

Stephen G. Donald, Whitney K. Newey, Guido W. Imbens

Publication date: 14 October 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00118-0

zbMATH Keywords

generalized method of momentsnonlinear instrumental variablesconsistent specification testinggeneralized empirical likehood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

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