GMM methods for moment condition models are often unreliable in finite samples. Empirical likelihood and related procedures offer attractive alternative methods for estimation and tools for inference. This workshop brings together a number of recent contributions and researchers in this important field of econometric research.
Empirical likelihood
Organiser
Richard SmithSpeakers
Whitney K. Newey, Francesco Bravo, Yuichi Kitamura
Date & Time
From: 14 February 2005
Until:
Type
Workshop
Venue
The Institute for Fiscal Studies
2 Marylebone Road
London
NW1 4DF
London
NW1 4DF