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The GEL class includes a number of estimators recently introduced as alternatives to the efficient generalized method of moments (GMM) estimator that may suffer from substantial biases in finite samples. These include empirical likelihood (EL), exponential tilting (ET), and the continuous updating estimator (CUE). This paper also establishes the validity of tests suggested in the smooth moment indicators case for overidentifying restrictions and specification. In particular, a number of these tests avoid the necessity of providing an estimator for the Jacobian matrix that may be problematic for the sample sizes typically encountered in practice.<\/jats:p>","DOI":"10.1017\/s0266466610000137","type":"journal-article","created":{"date-parts":[[2010,4,30]],"date-time":"2010-04-30T09:44:19Z","timestamp":1272620659000},"page":"74-113","source":"Crossref","is-referenced-by-count":21,"title":["GEL METHODS FOR NONSMOOTH MOMENT INDICATORS"],"prefix":"10.1017","volume":"27","author":[{"given":"Paulo M.D.C.","family":"Parente","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Richard J.","family":"Smith","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2010,4,30]]},"reference":[{"key":"S0266466610000137_ref24","doi-asserted-by":"publisher","DOI":"10.2307\/2971718"},{"key":"S0266466610000137_ref23","first-page":"221","volume-title":"Fifth Berkeley Symposium on Mathematical Statistics and Probability","author":"Huber","year":"1967"},{"key":"S0266466610000137_ref18","doi-asserted-by":"crossref","first-page":"108","DOI":"10.1080\/00031305.1979.10482673","article-title":"Statistical robustness: One view of its use in applications today","volume":"33","author":"Hogg","year":"1979","journal-title":"American Statistician"},{"key":"S0266466610000137_ref14","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466605050371"},{"key":"S0266466610000137_ref9","doi-asserted-by":"crossref","first-page":"440","DOI":"10.1111\/j.2517-6161.1984.tb01318.x","article-title":"Multinomial goodness-of-fit tests","volume":"46","author":"Cressie","year":"1984","journal-title":"Journal of the Royal Statistical Society Series B"},{"key":"S0266466610000137_ref8","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/85.4.967"},{"key":"S0266466610000137_ref15","doi-asserted-by":"publisher","DOI":"10.2307\/1912775"},{"key":"S0266466610000137_ref7","doi-asserted-by":"crossref","unstructured":"Christoffersen P. , Hahn J. , & Inoue A. 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