| 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  [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) >] | |
| 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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