information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model … empirical likelihood-based model averaging estimator that minimizes the asymptotic mean squared error. A simulation study …, rather than a correct model, for estimating a specific parameter of interest. Then, this study investigates a generalized …

uses a new average generalized empirical likelihood (AGEL) criterion function designed to incorporate full restriction of …

information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model … empirical likelihood-based model averaging estimator that minimizes the asymptotic mean squared error. A simulation study …, rather than a correct model, for estimating a specific parameter of interest. Then, this study investigates a generalized …

empirical likelihood (GEL) tests are Hodges-Lehmann optimal under mild primitive conditions. These results support the belief … optimality but does satisfy our new conditions; and (ii) the generalized method of moments (GMM) test and the generalized …