Reference : Inference in Conditional Moment Restriction Models When there is Selection Due to Str... |
Parts of books : Contribution to collective works | |||
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 ![]() | |
Kostyrka, André ![]() | |
Tripathi, Gautam ![]() | |
26-Mar-2019 | |
The Econometrics of Complex Survey Data | |
Huynh, Kim P. | |
Jacho-Chávez, David T. | |
Tripathi, Gautam ![]() | |
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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