WebIn this paper, we introduce a robust version of the empirical likelihood estimator for semiparametric moment condition models. This estimator is obtained by minimizing the modified Kullback–Leibler divergence, in its dual form, using truncated orthogonality functions. We prove the robustness and the consistency of the new estimator. The … Web2 dagen geleden · We thank seminar participants at the 2024 International Conference on Computational and Financial Econometrics in London, 2024 Annual Conference of International Association for Applied Econometrics in Montreal, 2024 Conference on Research on Economic Theory and Econometrics in Tinos, 2024 Econometric Society …
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