Semiparametric Modelling and Estimation: A Selective Overview
Year of publication: |
2009-09-01
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Authors: | Kristensen, Dennis |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | efficiency | kernel estimation | regression | semiparametric | sieve | two-step estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 4 pages long |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation |
Source: |
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On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities
RENAULT, Olivier, (2003)
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Chernozhukov, Victor, (2011)
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Application of the Scaling Functions to Nonparametric Regression
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Likelihood-Based Inference in Nonlinear Error-Correction Models
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Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data
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ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
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