Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias
DOI10.1016/J.SPL.2011.04.022zbMATH Open1218.62020OpenAlexW3124944986MaRDI QIDQ553082FDOQ553082
Authors: Roni Israelov, Steven Lugauer 
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.04.022
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Cites Work
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- Information Theoretic Approaches to Inference in Moment Condition Models
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Point estimation with exponentially tilted empirical likelihood
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Adjusted empirical likelihood with high-order precision
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