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Persistent link: https://www.econbiz.de/10003870339
This paper studies moderate deviation behaviors of the generalized method of moments and generalized empirical likelihood estimators for generalized estimating equations, where the number of equations can be larger than the number of unknown parameters. We consider two cases for the data...
Persistent link: https://www.econbiz.de/10008903413
This paper studies large deviation properties of the generalized method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data generating probability measure: the model assumption and local deviations from the model...
Persistent link: https://www.econbiz.de/10008903423
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Persistent link: https://www.econbiz.de/10010442571
This paper studies moderate deviation behaviors of the generalized method of moments and generalized empirical likelihood estimators for generalized estimating equations, where the number of equations can be larger than the number of unknown parameters. We consider two cases for the data...
Persistent link: https://www.econbiz.de/10013129162
This paper studies large deviation properties of the generalized method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data generating probability measure: the model assumption and local deviations from the model...
Persistent link: https://www.econbiz.de/10013129886
Persistent link: https://www.econbiz.de/10012605790