Kemp, GCR (2007) Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 640.
Kemp, GCR (2007) Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 640.
Kemp, GCR (2007) Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 640.
Abstract
In this paper we demonstrate consistency and asymptotic normality for Generalized Empirical Likelihood (GEL) estimation in dynamic models when the moment indicators being used are the non-differentiable functions of the parameters of interest.
| Item Type: | Monograph (UNSPECIFIED) |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Economics, Department of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 17 Jul 2012 11:50 |
| Last Modified: | 06 Jan 2022 13:35 |
| URI: | http://repository.essex.ac.uk/id/eprint/2890 |
Available files
Filename: dp640.pdf