Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Year of publication: |
2005
|
---|---|
Authors: | Guggenberger, Patrik ; Hahn, Jinyong |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 24.2005, 3, p. 247-263
|
Publisher: |
Taylor & Francis Journals |
Subject: | Empirical likelihood estimator | Finite sample performance | High order bias | Two-step empirical likelihood estimator |
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