EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS

DOI10.1017/S0266466610000113zbMath1207.62073MaRDI QIDQ3081459

Taisuke Otsu

Publication date: 8 March 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (8)

Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Penalized empirical likelihood for generalized linear models with longitudinal data ⋮ Trinity tests of functions for conditional moment models ⋮ A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS ⋮ Kernel-based estimation of semiparametric regression in triangular systems ⋮ The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions ⋮ A simple estimator for partial linear regression with endogenous nonparametric variables ⋮ Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions

Cites Work

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• Sieve Extremum Estimates for Weakly Dependent Data
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• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

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