Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification

DOI10.1080/07474938.2014.966634zbMath1491.62204OpenAlexW1787998803MaRDI QIDQ5864365

Prosper Dovonon

Publication date: 7 June 2022

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/40025/1/MPRA_paper_40025.pdf

zbMATH Keywords

empirical likelihoodmisspecified modelsthree-step Euclidean likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Robust estimation with exponentially tilted Hellinger distance

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
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• Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Maximum Likelihood Estimation of Misspecified Models

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