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Recent Developments in Empirical Likelihood and Related Methods

Parente, Paulo - 2014

This article reviews a number of recent contributions to estimation and inference for models defined by moment condition restrictions. The particular emphasis is on the generalized empirical likelihood class of estimators as an alternative to the generalized method of moments. Estimation methods...

Persistent link: https://www.econbiz.de/10013049436

Asymptotically optimal tests using limited information and testing for exogeneity

Smith, Richard J. - In: Econometric theory 10 (1994) 1, pp. 53-69

Persistent link: https://www.econbiz.de/10001163338

Alternative semi-parametric likelihood approaches to generalised method of moments estimation

Smith, Richard J. - In: The economic journal : the journal of the Royal … 107 (1997) 441, pp. 503-519

Persistent link: https://www.econbiz.de/10001216935

Testing for exogeneity in limited dependent variable models using a simplified likelihood ratio statistic

Smith, Richard J. - In: Journal of applied econometrics 2 (1987) 3, pp. 237-245

Persistent link: https://www.econbiz.de/10001078462

On the use of distributional mis-specification checks in limited dependent variable models

Smith, Richard J. - In: The economic journal : the journal of the Royal … 99 (1989) 395, pp. 178-192

Persistent link: https://www.econbiz.de/10001078886

Alternative asymptotically optimal tests and their application to dynamic specification

Smith, Richard J. - In: The review of economic studies 54 (1987) 4, pp. 665-680

Persistent link: https://www.econbiz.de/10001084858

Empirical likelihood estimation and inference

Smith, Richard J. - In: Applications of differential geometry to econometrics, (pp. 119-150). 2000

Persistent link: https://www.econbiz.de/10001554908

Efficient information theoretic inference for conditional moment restrictions

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003161259

Local GEL methods for conditional moment restrictions

Smith, Richard J. - In: The refinement of econometric estimation and test …, (pp. 100-122). 2007

Persistent link: https://www.econbiz.de/10003461839

Efficient information theoretic inference for conditional moment restrictions

Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460

Persistent link: https://www.econbiz.de/10003464273

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