On the finite-sample properties of conditional empirical likelihood estimators
Year of publication: |
2011-09-23
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Authors: | Crudu, Federico ; Sándor, Zsolt |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Conditional empirical likelihood | conditional Euclidean likelihood | heteroskedasticity | weak instruments | cross-validation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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