Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions

Zhao Zhiwen and He Jinghua

Mathematical Problems in Engineering, 2020, vol. 2020, 1-7

Abstract:

In this paper, we consider the parameter estimation problem of linear regression model when the auxiliary information can be denoted by moment restrictions. We use the weighted least squares method to estimate the model parameters and to obtain the weights based on the auxiliary information by using the empirical likelihood method. The limiting distribution of the estimator is established, and the simulation studies are carried out to demonstrate the feasibility of our theoretical results.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:3415150

DOI: 10.1155/2020/3415150

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