KOSTYRKA, Andreï ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)
Language :
English
Title :
smoothemplik: Smoothed Empirical Likelihood
Publication date :
22 July 2025
Version :
0.0.15
Technical description :
Empirical likelihood methods for asymptotically efficient estimation of models based on conditional or unconditional moment restrictions; see Kitamura, Tripathi & Ahn (2004) <doi:10.1111/j.1468-0262.2004.00550.x> and Owen (2013) <doi:10.1002/cjs.11183>. Kernel-based non-parametric methods for density/regression estimation and numerical routines for empirical likelihood maximisation are implemented in 'Rcpp' for speed.
