peer reviewedWe show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data is 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
The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informat...
In this paper I present a novel approach to inference in models where the partially identified param...
This paper develops the asymptotic theory for the estimation of smooth semiparametric generalized es...
We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric infe...
This paper proposes an asymptotically efficient method for estimating models with conditional moment...
This paper proposes an asymptotically efficient method for estimating models with conditional moment...
Many datasets used by economists and other social scientists are collected by stratified sampling. T...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
This paper proposes an empirical likelihood-based estimation method for semiparametric conditional m...
This paper considers variable selection for moment restriction models. We propose a penalized empiri...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
Empirical likelihood is appropriate to estimate moment condition models when a random sample from th...
AbstractMany statistical models, e.g. regression models, can be viewed as conditional moment restric...
Many statistical models, e.g. regression models, can be viewed as conditional moment restrictions wh...
Empirical likelihood (EL) is appropriate to estimate moment condition models when a random sample fr...
The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informat...
In this paper I present a novel approach to inference in models where the partially identified param...
This paper develops the asymptotic theory for the estimation of smooth semiparametric generalized es...
We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric infe...
This paper proposes an asymptotically efficient method for estimating models with conditional moment...
This paper proposes an asymptotically efficient method for estimating models with conditional moment...
Many datasets used by economists and other social scientists are collected by stratified sampling. T...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
This paper proposes an empirical likelihood-based estimation method for semiparametric conditional m...
This paper considers variable selection for moment restriction models. We propose a penalized empiri...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
Empirical likelihood is appropriate to estimate moment condition models when a random sample from th...
AbstractMany statistical models, e.g. regression models, can be viewed as conditional moment restric...
Many statistical models, e.g. regression models, can be viewed as conditional moment restrictions wh...
Empirical likelihood (EL) is appropriate to estimate moment condition models when a random sample fr...
The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informat...
In this paper I present a novel approach to inference in models where the partially identified param...
This paper develops the asymptotic theory for the estimation of smooth semiparametric generalized es...