Monte-Carlo evidence suggesting a no moment problem of the continuous updating estimator

Economics Bulletin

Volumn 3, Issue 1, 2005, Pages

  Guggenberger, Patrik ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45849095052     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

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4. Guggenberger, P. and R.J. Smith (2002): "Generalized empirical likelihood estimators and tests under partial, weak and strong identification", forthcoming in Econometric Theory.
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11. Mittelhammer, R.C., G.G. Judge, and R. Schoenberg (2002): "Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods", Festschrift in Honor of Thomas Rothenberg, In Press.
12. Newey, W. K. and R. J. Smith (2004): "Higher order properties of GMM and Generalized Empirical Likelihood estimators", Econometrica 72(1), 219-255.