Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
From MaRDI portal
Publication:738085
DOI10.1016/j.jeconom.2011.08.004zbMath1441.62890OpenAlexW1980873479MaRDI QIDQ738085
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.08.004
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large sample theory of estimation in biased sampling regression models. I
- Asymptotic efficiency in estimation with conditional moment restrictions
- Efficiency results of MLE and GMM estimation with sampling weights
- Efficient estimation and stratified sampling
- ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA
- Maximum Likelihood Estimator for Choice-Based Samples
- An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
- The Estimation of Choice Probabilities from Choice Based Samples
- Regression analysis based on stratified samples
- A simplified approach to computing efficiency bounds in semiparametric models
This page was built for publication: Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known