Efficient Estimation of Moment Condition Models with Heterogenous Populations
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References listed on IDEAS
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- Ting Luo & Zhiguo Xiao, 2015. "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 515-542, November.
More about this item
KeywordsMoment condition models; Heterogenous populations; Optimal estimating equations; Generalized method of moments; Weighted method of moments; Empirical likelihood;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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