An approximated exponentially tilted empirical likelihood estimator of moment condition models-Reference-Cited by-同舟云学术

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An approximated exponentially tilted empirical likelihood estimator of moment condition models

Published:2024-05-09 Issue:6 Volume:43 Page:405-433
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Jin Fei¹,Wang Yuqin²

Affiliation:

1. School of Economics, Fudan University, and Shanghai Institute of International Finance and Economics, Shanghai, China

2. Institute for Advanced Research, Shanghai University of Finance and Economics, and Key Laboratory of Mathematical Economics (SUFE), Ministry of Education, Shanghai, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474938.2024.2339146

Reference80 articles.

1. Akaike, H. (1973). Information theory and an extension of the likelihood principle. In: Petrov, B. N., Csáki, F., eds., Second International Symposium on Information Theory, Budapest: Akadémiai Kiadó, pp. 267–281.

2. Small-Sample Bias in GMM Estimation of Covariance Structures

3. The Estimation of a Simultaneous Equation Generalized Probit Model

4. Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

5. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

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