Search Results - subject:"Sieve likelihood ratio"

Chen, Xiaohong; Tamer, Elie; Torgovitsky, Alexander - Cowles Foundation for Research in Economics, Yale University - 2011

profiled sieve likelihood ratio (LR) statistic. We derive the asymptotic null distribution of this profiled sieve LR, which is …

Persistent link: https://www.econbiz.de/10009371329

Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping - 2009

sieve likelihood ratio statistics is chi-square distributed. We present Monte Carlo studies to compare the finite sample …

Persistent link: https://www.econbiz.de/10010288444

Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping - Cowles Foundation for Research in Economics, Yale University - 2009

, asymptotically normal and efficient; and that their sieve likelihood ratio statistics are asymptotically chi-square distributed. We …

Persistent link: https://www.econbiz.de/10005762792