An approximated exponentially tilted empirical likelihood estimator of moment condition models
Year of publication: |
2024
|
---|---|
Authors: | Jin, Fei ; Wang, Yuqin |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 6, p. 405-433
|
Subject: | Approximated estimator | bias empirical likelihood | exponential tilting | misspecification |
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