Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals
Year of publication: |
2008-02
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Authors: | Chen, Xiaohong ; Pouzo, Demian |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Penalized sieve minimum distance | Nonsmooth generalized residuals | Nonlinear nonparametric endogeneity | Weighted bootstrap | Semiparametric efficiency | Confidence region | Partially linear quantile IV regression | Shape-invariant quantile IV Engel curves |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Econometrics (September 2009), 152: 46-60 The price is None Number 1640R 33 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong, (2009)
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