Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator

Author: Guggenberger Patrik  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4938

Source: Econometric Reviews, Vol.27, Iss.4-6, 2008-07, pp. : 526-541

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract