Efficient M-estimators with auxiliary information
From MaRDI portal
Publication:989257
DOI10.1016/j.jspi.2010.04.053zbMath1204.62048OpenAlexW1483782602MaRDI QIDQ989257
Publication date: 19 August 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.053
tablesasymptotic efficiencygeneralised method of momentsgeneralised empirical likelihoodsecond order bias
Related Items
On Estimation of Linear Functional by Utilizing a Prior Guess ⋮ Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators ⋮ Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical likelihood for linear models
- A third-order optimum property of the maximum likelihood estimator
- Combined and least squares empirical likelihood
- \(M\)-estimation and quantile estimation in the presence of auxiliary information
- Asymptotic efficiency in estimation with conditional moment restrictions
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Nonparametric standard errors and confidence intervals
- Regression Quantiles
- Empirical likelihood as a goodness-of-fit measure
- Asymptotic Statistics
- Combining Micro and Macro Data in Microeconometric Models
- Information Theoretic Approaches to Inference in Moment Condition Models
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators