Empirical likelihood estimation and consistent tests with conditional moment restrictions

Journal of Econometrics

Volumn 117, Issue 1, 2003, Pages 55-93

  Donald, Stephen G ^a   Imbens, Guido W ^b   Newey, Whitney K ^c  

^a UNIVERSITY OF TEXAS   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Consistent specification testing; Generalized empirical likelihood; Generalized method of moments; Nonlinear instrumental variables

Indexed keywords

ASYMPTOTIC STABILITY; MATHEMATICAL MODELS; METHOD OF MOMENTS; NONLINEAR EQUATIONS; NORMAL DISTRIBUTION; PARAMETER ESTIMATION; THEOREM PROVING;

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

STATISTICAL TESTS;

EID: 0347354950     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00118-0     Document Type: Article

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