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We propose an empirical likelihood-based method of inference for comparing inequality between two populations. A series of Monte Carlo experiments are used to assess our method’s finite sample performance. We illustrate our approach using some Canadian household income data.
Persistent link: https://www.econbiz.de/10010743697
We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and...
Persistent link: https://www.econbiz.de/10010572182
Using an empirical likelihood approach, we show that generalized linear models can still be consistently estimated even if dependent variables are not missing at random, and derive a Hausman test by comparing this estimator to the standard one.
Persistent link: https://www.econbiz.de/10011041844