Information Theoretic Approaches to Inference in Moment Condition Models
收藏NBER1995-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0186
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One-step efficient GMM estimation has been developed in the recent papers of Back and Brown (1990), Imbens (1993) and Qin and Lawless (1994). These papers emphasized methods that correspond to using Owen's (1988) method of empirical likelihood to reweight the data so that the reweighted sample obeys
提供机构：
美国国家经济研究局
创建时间：
1995-10-01
