EMPIRICAL LIKELIHOOD ESTIMATORS OF THE LINEAR SIMULTANEOUS EQUATIONS MODEL

Information theoretic estimators are specified for a system of linear simultaneous equations, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood. Monte Carlo experiments are used to compare finite sample performance of these estimators to traditional generalized method of moments.


Issue Date:
2001
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/20752
Total Pages:
21
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2017-04-26

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