Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Year of publication: |
2008
|
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Authors: | Chen, Xiaohong ; Pouzo, Demian |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Nichtparametrisches Verfahren | Bootstrap-Verfahren | Schätztheorie | Penalized sieve minimum distance , Nonsmooth generalized residuals , Nonparametric endogeneity , Weighted bootstrap , Semiparametric efficiency , Confidence region , Partially linear quantile IV regression |
Series: | cemmap working paper ; CWP09/08 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2008.0908 [DOI] 561232938 [GVK] hdl:10419/79310 [Handle] RePEc:ifs:cemmap:09/08 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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