Efficiency results of MLE and GMM estimation with sampling weights

DOI10.1016/S0304-4076(99)00049-4zbMath0968.62082MaRDI QIDQ1973428

John Scott Butler

Publication date: 17 September 2001

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

zbMATH Keywords

generalized method of momentsheteroscedasticitymaximum likelihoodsampling weights

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

A robust test of exogeneity based on quantile regressions ⋮ Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known ⋮ MOMENT-BASED INFERENCE WITH STRATIFIED DATA

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Case-control studies with contaminated controls
• Multiperiod Probit Models and Orthogonality Condition Estimation
• Maximum Likelihood Estimator for Choice-Based Samples
• An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
• The Estimation of Choice Probabilities from Choice Based Samples

This page was built for publication: Efficiency results of MLE and GMM estimation with sampling weights