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.
Whitney K. Newey, Francesco Bravo, Yuichi Kitamura
Date & Time
From: 14 February 2005
The Institute for Fiscal Studies
7 Ridgmount Street,