Empirical Likelihood Methods in Econometrics: Theory and Practice
Download full text from publisher
References listed on IDEAS
- Cosslett, Stephen R, 1983. "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model," Econometrica, Econometric Society, vol. 51(3), pages 765-782, May.
- Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.
- Yuichi Kitamura, 2001. "Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Econometrica, Econometric Society, vol. 69(6), pages 1661-1672, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2013.
"Robustness, Infinitesimal Neighborhoods, and Moment Restrictions,"
Econometric Society, vol. 81(3), pages 1185-1201, May.
- Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers 1720, Cowles Foundation for Research in Economics, Yale University.
- Gishan Dissanaike & Amir Amel-Zadeh, 2007. ""Discussion of" Venture Capitalists, Business Angels, and Performance of Entrepreneurial IPOs in the UK and France," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3-4), pages 529-540.
- Devereux, Paul J. & Tripathi, Gautam, 2009.
"Optimally combining censored and uncensored datasets,"
Journal of Econometrics,
Elsevier, vol. 151(1), pages 17-32, July.
- Paul J. Devereux & Gautam Tripathi, 2005. "Optimally Combining Censored and Uncensored Datasets," Working papers 2005-10, University of Connecticut, Department of Economics, revised Oct 2007.
- Paul J. Devereux & Gautam Tripathi, 2008. "Optimally combining censored and uncensored datasets," Working Papers 200820, School of Economics, University College Dublin.
- Devereux, Paul J. & Tripathi, Gautam, 2008. "Optimally Combining Censored and Uncensored Datasets," CEPR Discussion Papers 6990, C.E.P.R. Discussion Papers.
- Xiao, Zhiguo, 2010. "The weighted method of moments approach for moment condition models," Economics Letters, Elsevier, vol. 107(2), pages 183-186, May.
- George A Vamvoukas, 2012. "Panel data modelling and the tax-spend controversy in the euro zone," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4073-4085, November.
- Lehmann, Bruce N., 2009. "The role of beliefs in inference for rational expectations models," Journal of Econometrics, Elsevier, vol. 150(2), pages 322-331, June.
- Zhiguo Xiao, 2011. "Efficient Estimation of Moment Condition Models with Heterogenous Populations," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 89-107, May.
- Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers 0704, Socioeconomic Institute - University of Zurich.
- Xu, Ke-Li, 2009. "Empirical likelihood-based inference for nonparametric recurrent diffusions," Journal of Econometrics, Elsevier, vol. 153(1), pages 65-82, November.
- Canay, Ivan A., 2010. "EL inference for partially identified models: Large deviations optimality and bootstrap validity," Journal of Econometrics, Elsevier, vol. 156(2), pages 408-425, June.
More about this item
KeywordsConvex analysis; Empirical distribution; GNP-optimality; Large deviation principle; Moment restriction models; Nonparametric test; NPMLE; Semiparametric efficiency; Weak dependence;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:1569. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Matthew Regan). General contact details of provider: http://edirc.repec.org/data/cowleus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.