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Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
COSMA, Antonio; KOSTYRKA, André; TRIPATHI, Gautam
2019In Huynh, Kim P.; Jacho-Chávez, David T.; TRIPATHI, Gautam (Eds.) The Econometrics of Complex Survey Data
Peer reviewed
 

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Keywords :
Conditional moment models; Smoothed empirical likelihood; Stratification; Variable probability sampling; Endogenous and exogenous stratification; Generalized method of moments
Abstract :
[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.
Disciplines :
Quantitative methods in economics & management
Author, co-author :
COSMA, Antonio ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
KOSTYRKA, André ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
TRIPATHI, Gautam ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
External co-authors :
no
Language :
English
Title :
Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
Publication date :
26 March 2019
Main work title :
The Econometrics of Complex Survey Data
Editor :
Huynh, Kim P.
Jacho-Chávez, David T.
TRIPATHI, Gautam 
Publisher :
Emerald Publishing Limited, United Kingdom
ISBN/EAN :
978-1-78756-726-9
Collection name :
Advances in Econometrics; 39
Pages :
137-171
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 15 April 2019

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