GEL Criteria for Moment Condition Models
Year of publication: |
2004-12
|
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Authors: | Smith, Richard |
Institutions: | Centre for Microdata Methods and Practice (CEMMAP) |
Subject: | GMM | Generalized Empirical Likelihood | Efficient Moment Estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number CWP19/04 56 pages longpp. |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
-
Goodness of Fit Tests for Moment Condition Models
Ramalho, Joaquim J.S., (2005)
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Recent Developments in Empirical Likelihood and Related Methods
Parente, Paulo M.D.C., (2014)
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Smith, Richard, (2005)
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Tests for neglected heterogeneity in moment condition models
Hahn, Jinyong, (2011)
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Smith, Richard, (2005)
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GEL methods for non-smooth moment indicators
Parente, Paulo, (2008)
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