Xiao, Zhiguo - In: Annals of Economics and Finance 12 (2011) 1, pp. 89-107
equations of Godambe (1976), the generalized method of moments of Hansen (1982) and the empirical likelihood of Qin and Lawless … (1994)), and optimally combining estimators (e.g., the weighted method of moments of Xiao (2010)). This paper extends these …