Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ramalho, E. A. & Ramalho, J. J. S. (2006). Two-step empirical likelihood estimation under stratified sampling when aggregate information is available. The Manchester School. 74 (5), 577-592
Exportar Referência (IEEE) 
E. A. Ramalho and J. J. Ramalho,  "Two-step empirical likelihood estimation under stratified sampling when aggregate information is available", in The Manchester School, vol. 74, no. 5, pp. 577-592, 2006
Exportar BibTeX 
@article{ramalho2006_1714556872404,
	author = "Ramalho, E. A. and Ramalho, J. J. S.",
	title = "Two-step empirical likelihood estimation under stratified sampling when aggregate information is available",
	journal = "The Manchester School",
	year = "2006",
	volume = "74",
	number = "5",
	doi = "10.1111/j.1467-9957.2006.00510.x",
	pages = "577-592",
	url = "http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9957.2006.00510.x/abstract;jsessionid=44763230F44E147EDF247BF5D4BED19B.f03t04"
}
Exportar RIS 
TY  - JOUR
TI  - Two-step empirical likelihood estimation under stratified sampling when aggregate information is available
T2  - The Manchester School
VL  - 74
IS  - 5
AU  - Ramalho, E. A.
AU  - Ramalho, J. J. S.
PY  - 2006
SP  - 577-592
SN  - 1463-6786
DO  - 10.1111/j.1467-9957.2006.00510.x
UR  - http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9957.2006.00510.x/abstract;jsessionid=44763230F44E147EDF247BF5D4BED19B.f03t04
AB  - Empirical likelihood is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of empirical likelihood will produce inconsistent estimators. In this paper we propose a two-step empirical likelihood estimator to deal with stratified samples in models defined by unconditional moment restrictions in the presence of some aggregate information such as the mean and the variance of the variable of interest. A Monte Carlo simulation study reveals promising results for many versions of the two-step empirical likelihood estimator.
ER  -