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EMPIRICAL LIKELIHOOD ESTIMATORS OF THE LINEAR SIMULTANEOUS EQUATIONS MODEL. (2001). Mittelhammer, Ron ; Marsh, Thomas ; Judge, George G..
In: 2001 Annual meeting, August 5-8, Chicago, IL.
RePEc:ags:aaea01:20752.

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  10. Mittethammer, R., and Judge, G. 2001. Robust Empirical Exponential Likelihood Estimation of Models with Non-Orthogonal Noise Components. Working paper, Washington State University.
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  11. Mittethammer, R., Judge, G. and Mifier, D., 2000. Econometric Foundations. New York: Cambridge University Press.
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  12. Newey, W. K. and Smith, R.J., 2000. Asymptotic Bias and Equivalence of GMM and GEL Estimators, MIT working paper.
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  13. Owen, A., 1988. Empirical likelihood ratio confidence intervals for a single functional. Biometrika 75:237-249.
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  14. Owen, A., 1991. Empiricallikelihood for linear models. The Annals of Statistics 19 (4):17251747.
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  15. Owen, A., 2000. Empirical Likelihood. New York: Chapman and Hall.
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  16. Qin, J. and Lawless, J., 1994. Empirical likelihood and general estimating equations. The Annals of Statistics 22 (l):300-325.
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  17. Read, T.R. and Cressie, N.A., 1988. Goodness of Fit Statistics for Discrete Multivariate Data. New York: Springer Verlag.
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  18. Tsurumi, H. 1990. Comparing Bayesian and Non-Bayesian Limited Information Estimators. S. Geisser, J.S. Hodges, S.J. Press, and A. Zellner (ed.), Bayesian and Likelihood Methods in Statistics and Econometrics, North Holland Publishing, Amsterdam.
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