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Author:

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

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EI Scopus

Abstract:

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.

Keyword:

Computational methods Sampling Mathematical techniques

Author Community:

  • [ 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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Source :

Journal of Applied Mathematics and Computing

ISSN: 1598-5865

Year: 2013

Issue: 1-2

Volume: 43

Page: 75-90

2 . 2 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 13

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

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