Reference : Inference in Conditional Moment Restriction Models When there is Selection Due to Str...
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Business & economic sciences : Quantitative methods in economics & management
http://hdl.handle.net/10993/39355
Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
English
Cosma, Antonio mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
Kostyrka, André mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
Tripathi, Gautam mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
26-Mar-2019
The Econometrics of Complex Survey Data
Huynh, Kim P.
Jacho-Chávez, David T.
Tripathi, Gautam mailto
Emerald Publishing Limited
Advances in Econometrics; 39
137-171
Yes
978-1-78756-726-9
United Kindom
[en] Conditional moment models ; Smoothed empirical likelihood ; Stratification ; Variable probability sampling ; Endogenous and exogenous stratification ; Generalized method of moments
[en] We 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.
Researchers
http://hdl.handle.net/10993/39355
10.1108/S0731-905320190000039010

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