Estimation and inference in the case of competing sets of estimating equations

Journal of Econometrics

Volumn 138, Issue 2, 2007, Pages 513-531

  Judge, George G ^a   Mittelhammer, Ron C ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Asymptotic and finite sample risk; Convex combination of estimators; Empirical likelihood; Semiparametric estimation and inference

Indexed keywords

ASYMPTOTIC ANALYSIS; MATHEMATICAL MODELS; OPTIMIZATION; PROBLEM SOLVING; STATISTICAL METHODS; UNCERTAINTY ANALYSIS;

CONVEX COMBINATION OF ESTIMATORS; EMPIRICAL LIKELIHOOD; FINITE SAMPLE RISK; SEMIPARAMETRIC ESTIMATION;

METHOD OF MOMENTS;

EID: 34247348277     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.05.007     Document Type: Article

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