Empirical Likelihood Estimation Based on Simulated Moment Conditions
(2014)
Journal Article
Wang, X. (2014). Empirical Likelihood Estimation Based on Simulated Moment Conditions. Journal of mathematics and statistics, 10(2), 111-116. https://doi.org/10.3844/jmssp.2014.111.116
In this study we discuss the optimization of the Empirical Likelihood (EL) criterion function when the moment condition is nonstandard. We deal with this issue following the Method of Simulated Moment (MSM) introduced and we use importance sampling m... Read More about Empirical Likelihood Estimation Based on Simulated Moment Conditions.