Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling

DOI10.1080/07474930600972574zbMath1106.62027OpenAlexW2151530748MaRDI QIDQ3430298

Joaquim J. S. Ramalho, Esmeralda A. Ramalho

Publication date: 21 March 2007

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10174/8433

zbMATH Keywords

simulationsparametric modelsGMMbias correctionendogenous stratified sampling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

Related Items (1)

GMM redundancy results for general missing data problems

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Modelling different types of automobile insurance fraud behaviour in the Spanish market
• Efficient estimation and stratified sampling
• ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
• MOMENT-BASED INFERENCE WITH STRATIFIED DATA
• 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
• Asymptotic Properties of Weighted M-estimators for variable probability samples
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

This page was built for publication: Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling