EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Penalized sieve minimum distance"
Narrow search

Narrow search

Year of publication
Subject
All
Penalized sieve minimum distance 12 Nichtparametrisches Verfahren 6 Nonlinear nonparametric instrumental variables 6 Irregular functional 5 Nonlinear ill-posed inverse 5 Schätztheorie 5 Sieve quasi likelihood ratio 5 Bootstrap-Verfahren 4 Generalized residual bootstrap 4 Local power 4 Sieve Wald 4 Sieve variance estimators 4 Modulus of continuity 3 Wilks phenomenon 3 Bootstrap approach 2 Conditional moment restrictions 2 Confidence region 2 Convergence rate 2 Copulas 2 Dynamic asset pricing 2 Estimation theory 2 GARCH 2 IV-Schätzung 2 Instrumental variables 2 Mixtures 2 Nonlinear nonparametric endogeneity 2 Nonlinear time series 2 Nonparametric additive quantile IV 2 Nonparametric endogeneity 2 Nonparametric statistics 2 Nonsmooth generalized residuals 2 Partially linear quantile IV regression 2 Penalized sieve M estimation 2 Quantile IV Engel curves 2 Semiparametric efficiency 2 Semiparametric two-step 2 Shape-invariant quantile IV Engel curves 2 Tail dependence 2 Temporal dependence 2 Value-at-risk 2
more ... less ...
Online availability
All
Free 14
Type of publication
All
Book / Working Paper 14 Article 1
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 11 Undetermined 4
Author
All
Chen, Xiaohong 15 Pouzo, Demian 13
Institution
All
Cowles Foundation for Research in Economics, Yale University 8
Published in...
All
Cowles Foundation Discussion Papers 8 cemmap working paper 5 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1
Source
All
RePEc 8 EconStor 5 ECONIS (ZBW) 2
Showing 1 - 10 of 15
Cover Image
Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2014
of a plug-in penalized sieve minimum distance (PSMD) estimator of a (possibly nonlinear) functional; (2) the consistency …
Persistent link: https://www.econbiz.de/10011282658
Saved in:
Cover Image
Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2014 - Rev. version: August 2014
of a plug-in penalized sieve minimum distance (PSMD) estimator of a (possibly nonlinear) functional; (2) the consistency …
Persistent link: https://www.econbiz.de/10010403489
Saved in:
Cover Image
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
of a plug-in penalized sieve minimum distance (PSMD) estimator of a (possibly irregular) functional; (2) the consistency …
Persistent link: https://www.econbiz.de/10010895647
Saved in:
Cover Image
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
of the plug-in penalized sieve minimum distance (PSMD) estimators of the (possibly irregular) functionals; (2) the …
Persistent link: https://www.econbiz.de/10010895693
Saved in:
Cover Image
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
of a plug-in penalized sieve minimum distance (PSMD) estimator of a (possibly nonlinear) functional; (2) the consistency …
Persistent link: https://www.econbiz.de/10010960378
Saved in:
Cover Image
Penalized sieve estimation and inference of semi-nonparametric dynamic models: A selective review
Chen, Xiaohong - 2011
In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric techniques in modelling economic and financial time series. We describe popular classes of semi-nonparametric dynamic models and some temporal dependence properties. We then...
Persistent link: https://www.econbiz.de/10010288336
Saved in:
Cover Image
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review
Chen, Xiaohong - Cowles Foundation for Research in Economics, Yale University - 2011
In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric techniques in modelling economic and financial time series. We describe popular classes of semi-nonparametric dynamic models and some temporal dependence properties. We then...
Persistent link: https://www.econbiz.de/10009024410
Saved in:
Cover Image
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong; Pouzo, Demian - 2009
sieve minimum distance(PSMD) estimator (ˆθ,ˆh) can simultaneously achieve root-n asymptotic normality of ˆθ and … in unknown parametric components (θ) and unknown functions (h) of endogenous variables. We show that: (1) the penalized …
Persistent link: https://www.econbiz.de/10010288409
Saved in:
Cover Image
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
Saved in:
Cover Image
Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Chen, Xiaohong; Pouzo, Demian - 2008
penalized sieve minimum distance (SMD) estimator of the unknown functions that are identified via the conditional moment models …
Persistent link: https://www.econbiz.de/10010288447
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...