Sample selection and information-theoretic alternatives to GMM

DOI10.1016/S0304-4076(01)00117-8zbMath1030.62002MaRDI QIDQ1858931

Aviv Nevo

Publication date: 17 February 2003

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

zbMATH Keywords

sample selectionmaximum entropyinformation theoryexponential tilting

Mathematics Subject Classification ID

Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Inference in panel data models under attrition caused by unobservables ⋮ GMM redundancy results for general missing data problems

Cites Work

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• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• One-Step Estimators for Over-Identified Generalized Method of Moments Models
• Information Theoretic Approaches to Inference in Moment Condition Models
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score

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