Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Patrik Guggenberger
| Year of publication: |
2008
|
|---|---|
| Authors: | Guggenberger, Patrik |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 4/6, p. 526-541
|
| Subject: | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Stichprobenerhebung | Sampling | Momentenmethode | Method of moments | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761331