Combining conditional and unconditional moment restrictions with missing responses

DOI10.1016/j.jmva.2010.06.013zbMath1198.62024OpenAlexW2066735253MaRDI QIDQ604358

Nan Lin, Xiaohui Yuan, Tianqing Liu, Bao-Xue Zhang

Publication date: 10 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.06.013

zbMATH Keywords

Wilks' theoremconditional moment restrictionsmissing responsecombined empirical likelihoodunconditional moment restrictions

Mathematics Subject Classification ID

Related Items (3)

Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates ⋮ Weighted quantile regression with missing covariates using empirical likelihood ⋮ Empirical likelihood-based weighted rank regression with missing covariates

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Testing conditional moment restrictions
• Asymptotic efficiency in estimation with conditional moment restrictions
• Empirical likelihood-based inference under imputation for missing response data
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach
• The central role of the propensity score in observational studies for causal effects
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Nonparametric Estimation of Mean Functionals with Data Missing at Random
• Combining Micro and Macro Data in Microeconometric Models
• Miscellanea. Combining parametric and empirical likelihoods
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

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