Estimation and inference in the case of competing sets of estimating equations.

When there is uncertainty concerning the appropriate statistical model and corresponding estimators and inference methods, we use the Cressie-Read measure of divergence to define a semiparametric estimator, β[Graphic Character Omitted](α@), that combines plausible estimation problems. This estimatio...

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Publicado en:	Journal of Econometrics Vol. 138; no. 2; pp. 513 - 532
Autores principales:	Judge, George G., Mittelhammer, Ron C.
Formato:	Artículo
Publicado:	Elsevier Science June 2007
Materias:	Probability theory Information theory in economics Estimation theory
Acceso en línea:	Ver este registro en EBSCOhost