Generalized moment based estimation and inference

DOI10.1016/S0304-4076(01)00116-6zbMath1030.62055OpenAlexW2021840054MaRDI QIDQ1858930

Marco van Akkeren, George G. Judge, Ron C. Mittelhammer

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00116-6

zbMATH Keywords

generalized method of momentssemiparametric modelsmethod of momentsempirical likelihoodill-conditioned matricesKullback-Leibler information criterionbalanced-dual estimating functionsextended estimating equation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (3)

Generalized maximum entropy analysis of the linear simultaneous equations model ⋮ Using Moment Constraints in GME Estimation ⋮ Entropy: the Markov ordering approach

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• An Optimum Property of Regular Maximum Likelihood Estimation
• Robust Statistics

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