文件大小:未知
级别评定:★★★★☆
添加时间:2015-01-09 18:20:47
最后更新:2015-01-09 18:25:15
下载积分:0分 (只有会员文件下载时才需要相应积分验证)
总浏览:
总下载:0
发布人:zhouhuizhi
Paulo M.D.C. Parente
Department of Economics, University of Exeter, Exeter EX4 4ST, United Kingdom
Centre for Research inMicroeconomics, Faculty of Economics, University of Cambridge,
Cambridge CB3 9DD, United Kingdom
Richard J. Smith
Centre for Microdata Methods and Practice, University College London, and Institute of
Fiscal Studies, London WC1E 7AE, United Kingdom
Abstract
This article reviews a number of recent contributions to estimation and inference for models defined by moment condition restrictions.The particular emphasis is on the generalized empirical likelihood class of estimators as an alternative to the generalized method of moments. Estimation methods for parameters defined through moment
restrictions and their properties are described with tests of overidentifying moment restrictions and parametric hypotheses.Computational issues are discussed together with some proposals for their amelioration. Higher-order and other properties are also addressed in some detail. Models specified by conditional moment restriction models are considered, and the adaptation of these methods to weakly dependent data is discussed.