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dc.contributor.authorSueishi, Naoyaja
dc.contributor.alternative末石, 直也ja
dc.date.accessioned2013-03-06T01:10:00Z-
dc.date.available2013-03-06T01:10:00Z-
dc.date.issued2013-03ja
dc.identifier.issn0165-1765ja
dc.identifier.urihttp://hdl.handle.net/2433/171235-
dc.description.abstractThis paper shows a potential pitfall of the exponential tilting (ET) estimator under misspecification. We show that the pseudo-true value of the ET estimator is not identified if the true distribution is not absolutely continuous with respect to the probability measures implied by the moment restriction model. This result implies that the ET estimator cannot be consistent for the pseudo-true value if the moment generating function of the moment function is unbounded.ja
dc.format.mimetypeapplication/pdfja
dc.language.isoengja
dc.publisherElsevier B.V.ja
dc.rights© 2012 Elsevier B.V.ja
dc.rightsThis is not the published version. Please cite only the published version. この論文は出版社版でありません。引用の際には出版社版をご確認ご利用ください。ja
dc.subjectExponential tilting estimatorja
dc.subjectMisspecified modelsja
dc.subjectI-projectionja
dc.titleIdentification problem of the exponential tilting estimator under misspecificationja
dc.type.niitypeJournal Articleja
dc.identifier.ncidAA00174222ja
dc.identifier.jtitleEconomics Lettersja
dc.identifier.volume118ja
dc.identifier.issue3ja
dc.identifier.spage509ja
dc.identifier.epage511ja
dc.relation.doi10.1016/j.econlet.2012.12.024ja
dc.textversionauthorja
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