GEL CRITERIA FOR MOMENT CONDITION MODELS

By Richard J. Smith. Econometric Theory, 2011

69 citations recorded by the source corpus.

Subfields: Aerospace Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ee24c39b25a5755f943fa2facbea4b4a8f511780

Citations in the corpus

• Assessing misspecified asset pricing models with empirical likelihood estimators (2012, unknown): “Newey and Smith (2004) obtained the corresponding properties of consistency and asymptotic normality for members of the Cressie Read family, under the assumption of iid data, and of correct model specification.”