Empirical likelihood estimation and consistent tests with conditional moment restrictions

Stephen G. Donald; Guido W. Imbens; Whitney K. Newey

doi:10.1016/s0304-4076(03)00118-0

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Empirical likelihood estimation and consistent tests with conditional moment restrictions

Stephen G. Donald Guido W. Imbens Whitney K. Newey

Year: 2003 Journal: Journal of Econometrics Vol: 117 (1)Pages: 55-93 Publisher: Elsevier BV

DOI: 10.1016/s0304-4076(03)00118-0

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Keywords:

Empirical likelihood Estimator Mathematics Moment (physics) Consistency (knowledge bases) Econometrics Generalized method of moments Instrumental variable Estimation Maximum likelihood Statistics Economics

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Monetary Policy and Economic Impact

Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Empirical likelihood estimation and consistent tests with conditional moment restrictions

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