Books and journals Case studies Expert Briefings Open Access
Advanced search

Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification

Antonio Cosma
Andreï V. Kostyrka
Gautam Tripathi

The Econometrics of Complex Survey Data

ISBN: 978-1-78756-726-9, eISBN: 978-1-78756-725-2

ISSN: 0731-9053

Publication date: 10 April 2019

Abstract

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples.

Keywords

  • Conditional moment models
  • Smoothed empirical likelihood
  • Stratification
  • Variable probability sampling
  • Endogenous and exogenous stratification
  • Generalized method of moments

Acknowledgements

Acknowledgments

We thank two anonymous referees and seminar participants at the 2017 “Econometrics of Complex Survey Data: Theory and Applications” workshop organized by the Bank of Canada, Ottawa, Canada, for helpful comments. The simulation experiments reported in this paper were carried out using the HPC facilities of the University of Luxembourg (Varrette et al., 2014, http://hpc.uni.lu).

Citation

Cosma, A., Kostyrka, A.V. and Tripathi, G. (2019), "Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification", The Econometrics of Complex Survey Data (Advances in Econometrics, Vol. 39), Emerald Publishing Limited, pp. 137-171. https://doi.org/10.1108/S0731-905320190000039010

Download as .RIS

Publisher

:

Emerald Publishing Limited

Copyright © 2019 Emerald Publishing Limited

Please note you do not have access to teaching notes

You may be able to access teaching notes by logging in via Shibboleth, Open Athens or with your Emerald account.
Login
If you think you should have access to this content, click the button to contact our support team.
Contact us

To read the full version of this content please select one of the options below

You may be able to access this content by logging in via Shibboleth, Open Athens or with your Emerald account.
Login
If you think you should have access to this content, click the button to contact our support team.
Contact us
Emerald Publishing
  • Opens in new window
  • Opens in new window
  • Opens in new window
  • Opens in new window
© 2021 Emerald Publishing Limited

Services

  • Authors Opens in new window
  • Editors Opens in new window
  • Librarians Opens in new window
  • Researchers Opens in new window
  • Reviewers Opens in new window

About

  • About Emerald Opens in new window
  • Working for Emerald Opens in new window
  • Contact us Opens in new window
  • Publication sitemap

Policies and information

  • Privacy notice
  • Site policies
  • Modern Slavery Act Opens in new window
  • Chair of Trustees governance statement Opens in new window
  • COVID-19 policy Opens in new window
Manage cookies

We’re listening — tell us what you think

  • Something didn’t work…

    Report bugs here

  • All feedback is valuable

    Please share your general feedback

  • Member of Emerald Engage?

    You can join in the discussion by joining the community or logging in here.
    You can also find out more about Emerald Engage.

Join us on our journey

  • Platform update page

    Visit emeraldpublishing.com/platformupdate to discover the latest news and updates

  • Questions & More Information

    Answers to the most commonly asked questions here