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  • Search: subject:"likelihood ratio-like test"
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Asymptotic normality 1 Lagrange multiplier test 1 Wald test 1 empirical process 1 infinite dimensional nuisance parameter 1 likelihood ratio-like test 1 nonparametric estimation 1 semiparametric estimation 1 semiparametric model 1 semiparametric test 1 stochastic equicontinuity 1 weak convergence 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
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Undetermined 1
Author
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Andrews, Donald W.K. 1
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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RePEc 1
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Asymptotics for Semiparametric Econometric Models: I. Estimation
Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1989
This paper provides a general framework for proving the square root of T consistency and asymptotic normality of a wide variety of semiparametric estimators. The results apply in time series and cross-sectional modeling contexts. The class of estimators considered consists of estimators that can...
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