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作者:

Zhao, Peixin (Zhao, Peixin.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

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摘要:

This paper studies the empirical likelihood inferences for a class of semiparametric instrumental variable models. We focus on the case that some covariates are endogenous variables, and some auxiliary instrumental variables are available. An instrumental variable based empirical likelihood method is proposed, and it is shown that the proposed empirical log-likelihood ratio is asymptotically chi-squared. Then, the confidence intervals for the regression coefficients are constructed. Some simulation studies are undertaken to assess the finite sample performance of the proposed empirical likelihood procedure. © 2013 Korean Society for Computational and Applied Mathematics.

关键词:

Computational methods Mathematical techniques Sampling

作者机构:

  • [ 1 ] [Zhao, Peixin]Department of Mathematics, Hechi University, Yizhou, Guangxi 546300, China
  • [ 2 ] [Xue, Liugen]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China

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来源 :

Journal of Applied Mathematics and Computing

ISSN: 1598-5865

年份: 2013

期: 1-2

卷: 43

页码: 75-90

2 . 2 0 0

JCR@2022

被引次数:

WoS核心集被引频次: 0

SCOPUS被引频次: 11

ESI高被引论文在榜: 0 展开所有

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