Generalized moment based estimation and inference

Journal of Econometrics

Volumn 107, Issue 1-2, 2002, Pages 127-148

  Van Akkeren, Marco ^a   Judge, George ^a   Mittelhammer, Ron ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Balanced dual estimating functions; Empirical likelihood; Extended estimating equation; Generalized method of moments; Ill conditioned matrices; Kullback Leibler information criterion; Method of moments; Semiparametric models

Indexed keywords

ASYMPTOTIC STABILITY; CORRELATION METHODS; ECONOMICS; ENTROPY; FUNCTION EVALUATION; LINEAR EQUATIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; STATISTICAL TESTS; THEOREM PROVING; VARIATIONAL TECHNIQUES; VECTORS;

COVARIANCE ANALYSIS; ECONOMETRICS; EMPIRICAL LIKELIHOOD (EL) ESTIMATION; GENERALIZED METHOD OF MOMENTS (GMM);

METHOD OF MOMENTS;

EID: 0012790974     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00116-6     Document Type: Article

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