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	Provedor de dados AgEcon (1) Autor Judge, George G. (1) Mittelhammer, Ronald C. (1) Schoenberg, Ron (1) Palavra-chave C10 (1) C24 (1) Conditional estimating equations (1) Empirical exponential likelihood (1) Empirical likelihood (1) Finite sample bias and precision (1) Instrumental conditioning variables (1) Research Methods/ Statistical Methods (1) Semiparametric models (1) Squared error loss (1) Unbiased moment based estimation and inference (1) Mais... Tipo do documento Working or Discussion Paper (1) Ano 2003 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods AgEcon Mittelhammer, Ronald C.; Judge, George G.; Schoenberg, Ron. This paper presents empirical evidence concerning the finite sample performance of conventional and generalized empirical likelihood-type estimators that utilize instruments in the context of linear structural models characterized by endogenous explanatory variables. There are suggestions in the literature that traditional and non-traditional asymptotically efficient estimators based on moment equations may, for the relatively small sample sizes usually encountered in econometric practice, have relatively large biases and/or variances and provide an inadequate basis for estimation and inference. Given this uncertainty we use a range of data sampling processes and Monte Carlo sampling procedures to accumulate finite sample empirical evidence concerning... Tipo: Working or Discussion Paper Palavras-chave: Unbiased moment based estimation and inference; Empirical likelihood; Empirical exponential likelihood; Semiparametric models; Conditional estimating equations; Finite sample bias and precision; Squared error loss; Instrumental conditioning variables; Research Methods/ Statistical Methods; C10; C24. Ano: 2003 URL: http://purl.umn.edu/25090 Registros recuperados: 1 Primeira ... 1 ... Última

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