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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Bibliographic Details

Published in:	Journal of Econometrics Vol. 138; no. 2; pp. 513 - 532
Main Authors:	Judge, George G., Mittelhammer, Ron C.
Format:	Article
Published:	Elsevier Science June 2007
Subjects:	Probability theory Information theory in economics Estimation theory
Online Access:	View this record in EBSCOhost