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  • Search: subject:"Wilks phenomenon"
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Year of publication
Subject
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Generalized residual bootstrap 2 Irregular functional 2 Local power 2 Nonlinear nonparametric instrumental variables 2 Penalized sieve minimum distance 2 Sieve Wald 2 Sieve quasi likelihood ratio 2 Sieve variance estimators 2 Wilks phenomenon 2
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Chen, Xiaohong 2 Pouzo, Demian 2
Institution
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Cowles Foundation for Research in Economics, Yale University 2
Published in...
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Cowles Foundation Discussion Papers 2
Source
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RePEc 2
Showing 1 - 2 of 2
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 sieve Wald and QLR tests and of their bootstrap versions; (7) Wilks phenomenon of the sieve QLR test of hypothesis …
Persistent link: https://www.econbiz.de/10010895647
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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
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonlinear) nonparametric instrumental variables (IV) as special cases. These models are often ill-posed and hence it is...
Persistent link: https://www.econbiz.de/10010960378
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