Local identification of nonparametric and semiparametric models
by Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, and Whitney K. Newey
| Year of publication: |
2014
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|---|---|
| Authors: | Chen, Xiaohong ; Chernozhukov, Victor ; Lee, Sokbae ; Newey, Whitney K. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 82.2014, 2, p. 785-809
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| Subject: | Identification | local identification | nonparametric models | asset pricing | Nichtparametrisches Verfahren | Nonparametric statistics | CAPM | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010404421