GEL methods that generalize and extend previous contributions are defined and analyzed for moment condition models specified in terms of weakly dependent data. These procedures offer alternative one-step estimators and tests that are asymptotically equivalent to their efficient two-step GMM...

This paper considers the first-order large sample properties of the generalized empirical likelihood (GEL) class of estimators for models specified by nonsmooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient generalized method of...

The central concern of this paper is the provision in a time series moment condition framework of practical recommendations of confidence regions for parameters whose coverage probabilities are robust to the strength or weakness of identification. To this end we develop Pearson-type test...

Missing values are endemic in the data sets available to econometricians. This paper suggests a semiparametrically efficient likelihood-based approach to deal with general non-ignorable missing data problems for discrete choice models. Our concern is when the dependent variable and/or covariates...

The 1987 Montreal Protocol to address ozone layer depletion was a pivotal agreement in the history of global environmental negotiations. It established a process that remains an important precedent for dealing with global environmental problems, including global warming. What made the...

This study examined the career paths of 415 Title IV-E MSW graduates in one state retrospectively over 180months post-graduation to discover factors that could be important in affecting retention in public child welfare agencies. The Title IV-E educational program is designed to be a retention...

This article reviews a number of recent contributions to estimation and inference for models defined by moment condition restrictions. The particular emphasis is on the generalized empirical likelihood class of estimators as an alternative to the generalized method of moments. Estimation methods...