Semiparametric identification and fisher information
Year of publication: |
2022
|
---|---|
Authors: | Escanciano, Juan Carlos |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 38.2022, 2, p. 301-338
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
-
Nonparametric estimation for regulation models
Enache, Andreea, (2018)
-
Higher-order asymptotic properties of kernel density estimator with plug-in bandwidth
Imai, Shunsuke, (2022)
-
Parametric and semiparametric estimation of the binary response model of labor market participation
Gerfin, Michael, (1993)
- More ...
-
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos, (2012)
-
Backtesting Expected Shortfall: Accounting for Tail Risk
Escanciano, Juan Carlos, (2015)
-
SEMI PARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS
Escanciano, Juan Carlos, (2013)
- More ...