A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS
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Publication:5357404
DOI10.1017/S0266466616000360zbMath1442.62073MaRDI QIDQ5357404
Publication date: 15 September 2017
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (2)
Trinity tests of functions for conditional moment models ⋮ Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Cites Work
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- Efficient Instrumental Variables Estimation of Nonlinear Models
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- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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