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- W2116837851 abstract "This paper studies large deviation properties of the generalised method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data generating probability measure: the model assumption and local deviations from the model assumption. For both cases, we derive conditions where these estimators have exponentially small error probabilities for point estimation." @default.
- W2116837851 created "2016-06-24" @default.
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- W2116837851 date "2011-01-01" @default.
- W2116837851 modified "2023-09-25" @default.
- W2116837851 title "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators" @default.
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- W2116837851 doi "https://doi.org/10.2139/ssrn.1765902" @default.
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