Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Xianyang Zhang
| Year of publication: |
July 2016
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|---|---|
| Authors: | Zhang, Xianyang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 1, p. 123-146
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| Subject: | Blockwise empirical likelihood | Continuous updating estimator | Fixed-smoothing asymptotics | Generalized empirical likelihood | Heteroscedasticity and autocorrelation consistent | Over-identification test | Saddle point problem | Specification test | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704780