Large deviations of generalized method of moments and empirical likelihood estimators
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Publication:3018508
DOI10.1111/j.1368-423X.2011.00346.xzbMath1218.62023MaRDI QIDQ3018508
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00346.x
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Moderate deviations of generalized method of moments and empirical likelihood estimators
- Large deviation and other results for minimum contrast estimators
- Empirical likelihood and general estimating equations
- Moderate deviations of minimum contrast estimators under contamination
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Information Theoretic Approaches to Inference in Moment Condition Models
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators