Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known

DOI10.1016/j.jeconom.2011.08.004zbMath1441.62890OpenAlexW1980873479MaRDI QIDQ738085

Gautam Tripathi

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

zbMATH Keywords

generalized method of momentsstratified samplingGMM

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05)

Cites Work

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• 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

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