caa a22 4500 606196374 CHVBK 20210128100924.0 cr unu---uuuuu 210128e20150301xx s 000 0 eng 10.1007/s10260-014-0277-4 doi (NATIONALLICENCE)springer-10.1007/s10260-014-0277-4 Saddlepoint expansions for GEL estimators [Elektronische Daten] [Gubhinder Kundhi, Paul Rilstone] A simple saddlepoint (SP) approximation for the distribution of generalized empirical likelihood (GEL) estimators is derived. Simulations compare the performance of the SP and other methods such as the Edgeworth and the bootstrap for special cases of GEL: continuous updating, empirical likelihood and exponential tilting estimators. Springer-Verlag Berlin Heidelberg, 2014 Higher order asymptotics nationallicence Edgeworth expansions nationallicence Saddlepoint expansions nationallicence Generalized empirical likelihood nationallicence Generalized method of moments nationallicence Kundhi Gubhinder Department of Economics, Memorial University of Newfoundland, 230 Elizabeth Avenue, A1C 5S7, St. John's, NL, Canada aut Rilstone Paul Department of Economics, York University, 4700 Keele Street, M3J 1P3, Toronto, ON, Canada aut Statistical Methods & Applications Springer Berlin Heidelberg 24/1(2015-03-01), 1-24 1618-2510 24:1<1 2015 24 10260 https://doi.org/10.1007/s10260-014-0277-4 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10260-014-0277-4 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kundhi Gubhinder Department of Economics, Memorial University of Newfoundland, 230 Elizabeth Avenue, A1C 5S7, St. John's, NL, Canada aut NATIONALLICENCE 700 1- Rilstone Paul Department of Economics, York University, 4700 Keele Street, M3J 1P3, Toronto, ON, Canada aut NATIONALLICENCE 773 0- Statistical Methods & Applications Springer Berlin Heidelberg 24/1(2015-03-01), 1-24 1618-2510 24:1<1 2015 24 10260