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Search: subject:"sieve quasi likelihood ratio"
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Irregular functional
5
Nonlinear nonparametric instrumental variables
5
Penalized sieve minimum distance
5
Sieve quasi likelihood ratio
5
Generalized residual bootstrap
4
Local power
4
Sieve Wald
4
Sieve variance estimators
4
Estimation theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
Wilks phenomenon
2
Asymptotic normality
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Endogeneity
1
IV-Schätzung
1
Instrumental variables
1
Mehrgleichungsmodell
1
Multiple equation model
1
Nonparametric simultaneous equations model
1
Quantile regression
1
Regression analysis
1
Regressionsanalyse
1
Sieve Riesz representer
1
Sieve estimation
1
Sieve quasi-likelihood ratio test statistics
1
Sieve variance estimator
1
Statistical test
1
Statistischer Test
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English
3
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Chen, Xiaohong
5
Pouzo, Demian
5
Kim, Yubin
1
Lee, Sungwon
1
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Cowles Foundation for Research in Economics, Yale University
3
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Seoul journal of economics : SJE
1
cemmap working paper
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RePEc
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ECONIS (ZBW)
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EconStor
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1
Nonparametric inference for a triangular system of equations for quantile regression
Kim, Yubin
;
Lee, Sungwon
- In:
Seoul journal of economics : SJE
38
(
2025
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015325814
Saved in:
2
Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
-
2014
the sieve Wald statistic; (3) the asymptotic chi-square distribution of an optimally weighted
sieve
quasi
likelihood
ratio
…
Persistent link: https://www.econbiz.de/10011282658
Saved in:
3
Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
-
2014
-
Rev. version: August 2014
the sieve Wald statistic; (3) the asymptotic chi-square distribution of an optimally weighted
sieve
quasi
likelihood
ratio
…
Persistent link: https://www.econbiz.de/10010403489
Saved in:
4
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong
;
Pouzo, Demian
-
Cowles Foundation for Research in Economics, Yale University
-
2013
the sieve Wald statistic; (3) the asymptotic chi-square distribution of an optimally weighted
sieve
quasi
likelihood
ratio
…
Persistent link: https://www.econbiz.de/10010895647
Saved in:
5
Sieve
Quasi
Likelihood
Ratio
Inference on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong
;
Pouzo, Demian
-
Cowles Foundation for Research in Economics, Yale University
-
2013
optimally weighted
sieve
quasi
likelihood
ratio
(SQLR) statistic; (4) the asymptotic tight distribution of a possibly non …
Persistent link: https://www.econbiz.de/10010895693
Saved in:
6
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong
;
Pouzo, Demian
-
Cowles Foundation for Research in Economics, Yale University
-
2013
the sieve Wald statistic; (3) the asymptotic chi-square distribution of an optimally weighted
sieve
quasi
likelihood
ratio
…
Persistent link: https://www.econbiz.de/10010960378
Saved in:
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