Add to ORKGWe propose to use a simple modification of the maximum empirical likelihood (MEL) method for estimating structural equation in econometrics. The modified estimator improves both the asymptotic bias and the mean squared error of the MEL estimator in the orders of O(n-1) and O(n-2), respectively, at the same time. It also improves the asymptotic bias of the generalized method of moments (GMM) estimation (or the estimating equation (EE) method) significantly when there are many instruments in the econometric literatures
Methods, like Maximum Empirical Likelihood (MEL), that operate within the Empirical Estimating Equat...
Empirical likelihood methods are widely used in different settings to construct the confidence regio...
The entire thesis text is included in the research.pdf file; the official abstract appears in the sh...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method inpe...
Abstract. Recent developments in empirical likelihood (EL) are reviewed. First, to put the method in...
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of m...
The distributions of the Maximum Empirical Likelihood (MEL)estimator and the Generalized Method o Mo...
This paper presents empirical evidence concerning the finite sample performance of conventional and ...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in p...
Asymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (MEL) estim...
In an effort to improve the small sample properties of generalized method of mo-ments (GMM) estimato...
Abstract: In an effort to improve the small sample properties of GMM, a number of alternative estima...
In an effort to improve the small sample properties of generalized method of moments (GMM) estimator...
We compare four different estimation methods for a coefficient of a linear structural equation with ...
AbstractAsymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (ME...
Methods, like Maximum Empirical Likelihood (MEL), that operate within the Empirical Estimating Equat...
Empirical likelihood methods are widely used in different settings to construct the confidence regio...
The entire thesis text is included in the research.pdf file; the official abstract appears in the sh...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method inpe...
Abstract. Recent developments in empirical likelihood (EL) are reviewed. First, to put the method in...
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of m...
The distributions of the Maximum Empirical Likelihood (MEL)estimator and the Generalized Method o Mo...
This paper presents empirical evidence concerning the finite sample performance of conventional and ...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in p...
Asymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (MEL) estim...
In an effort to improve the small sample properties of generalized method of mo-ments (GMM) estimato...
Abstract: In an effort to improve the small sample properties of GMM, a number of alternative estima...
In an effort to improve the small sample properties of generalized method of moments (GMM) estimator...
We compare four different estimation methods for a coefficient of a linear structural equation with ...
AbstractAsymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (ME...
Methods, like Maximum Empirical Likelihood (MEL), that operate within the Empirical Estimating Equat...
Empirical likelihood methods are widely used in different settings to construct the confidence regio...
The entire thesis text is included in the research.pdf file; the official abstract appears in the sh...