On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood

DOI10.1016/j.jeconom.2006.05.005zbMath1418.62101OpenAlexW2121240622MaRDI QIDQ280210

Hélène Bonnal, Eric Renault, Bertille Antoine

Publication date: 9 May 2016

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

Full work available at URL: https://depot.erudit.org/id/000906dd

zbMATH Keywords

generalized method of momentsempirical likelihoodcontinuous updatingcontrol variatesinformation-based inference

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

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