Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
Antonio Cosma,
Andreï Kostyrka and
Gautam Tripathi ()
A chapter in The Econometrics of Complex Survey Data, 2019, vol. 39, pp 137-171 from Emerald Publishing Ltd
Abstract:
Abstract We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples.
Keywords: Conditional moment models; smoothed empirical likelihood; stratification; variable probability sampling; endogenous and exogenous stratification; generalized method of moments (search for similar items in EconPapers)
Date: 2019
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://www.emeraldinsight.com/10.1108/S0731-905320 ... RePEc&WT.mc_id=RePEc (text/html)
Access to full text is restricted to subscribers
Related works:
Working Paper: Inference in Conditional Moment Restriction Models when there is Selection due to Stratification (2017) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-905320190000039010
Ordering information: This item can be ordered from
Emerald Group Publishing, Howard House, Wagon Lane, Bingley, BD16 1WA, UK
http://www.emeraldgr ... ies.htm?id=0731-9053
Access Statistics for this chapter
More chapters in Advances in Econometrics from Emerald Publishing Ltd
Bibliographic data for series maintained by Charlotte Maiorana ().