Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples.

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Year of publication:	2019
Authors:	Cosma, Antonio ; Kostyrka, Andreï V. ; Tripathi, Gautam
Published in:	The econometrics of complex survey data : theory and applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-78756-725-2. - 2019, p. 137-171

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Type of publication:	Article
Language:	English
Other identifiers:	10.1108/S0731-905320190000039010 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015091194