The performance of empirical likelihood and its generalizations

Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Volumn , Issue , 2005, Pages 216-244

  Imbens, Guido W ^a   Spady, Richard H ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84905682280     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511614491.011     Document Type: Chapter

References (17)

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13. Newey, W. K., and R. J. Smith, (2000), “Asymptotic Bias and Equivalence ofGMMand GEL,” mimeo, MIT and University of Bristol.
14. Newey, W. K., and R. J. Smith, (2001), “Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators,” Mimeo, MIT and University of Bristol.
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