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Efficiency results of MLE and GMM estimation with sampling weights

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  • Butler, J. S.

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  • Butler, J. S., 2000. "Efficiency results of MLE and GMM estimation with sampling weights," Journal of Econometrics, Elsevier, vol. 96(1), pages 25-37, May.
    • Handle: RePEc:eee:econom:v:96:y:2000:i:1:p:25-37
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    References listed on IDEAS

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    1. Imbens, Guido W, 1992. "An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling," Econometrica, Econometric Society, vol. 60(5), pages 1187-1214, September.
    2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    3. Avery, Robert B & Hansen, Lars Peter & Hotz, V Joseph, 1983. "Multiperiod Probit Models and Orthogonality Condition Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 21-35, February.
    4. Judith K. Hellerstein & Guido W. Imbens, 1999. "Imposing Moment Restrictions From Auxiliary Data By Weighting," The Review of Economics and Statistics, MIT Press, vol. 81(1), pages 1-14, February.
    5. Cosslett, Stephen R, 1981. "Maximum Likelihood Estimator for Choice-Based Samples," Econometrica, Econometric Society, vol. 49(5), pages 1289-1316, September.
    6. Lancaster, Tony & Imbens, Guido, 1996. "Case-control studies with contaminated controls," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 145-160.
    7. Imbens, G.W., 1990. "An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling," Other publications TiSEM 67d429fa-530b-450d-ad86-5, Tilburg University, School of Economics and Management.
    8. Manski, Charles F & Lerman, Steven R, 1977. "The Estimation of Choice Probabilities from Choice Based Samples," Econometrica, Econometric Society, vol. 45(8), pages 1977-1988, November.
    9. Imbens, G.W. & Lancaster, T., 1993. "Case-Control Studies with Contaminated Controls," Other publications TiSEM 2c3f716c-cded-45a2-9db7-7, Tilburg University, School of Economics and Management.
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    1. Ruhm, Christopher J. & Black, William E., 2002. "Does drinking really decrease in bad times?," Journal of Health Economics, Elsevier, vol. 21(4), pages 659-678, July.
    2. Ruhm, Christopher J., 2015. "Recessions, healthy no more?," Journal of Health Economics, Elsevier, vol. 42(C), pages 17-28.
    3. Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," AMSE Working Papers 1716, Aix-Marseille School of Economics, France.
    4. Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2017. "Who creates jobs? Econometric modeling and evidence for Austrian firm level data," European Economic Review, Elsevier, vol. 91(C), pages 57-71.
    5. Garth Heutel & Christopher J. Ruhm, 2016. "Air Pollution and Procyclical Mortality," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(3), pages 667-706.
    6. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," Working Papers halshs-00854527, HAL.
    7. Ruhm, Christopher J., 2005. "Healthy living in hard times," Journal of Health Economics, Elsevier, vol. 24(2), pages 341-363, March.
    8. Tripathi, Gautam, 2011. "Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known," Journal of Econometrics, Elsevier, vol. 165(2), pages 258-265.

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