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The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
Hahn, Jinyong; Ridder, Geert - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10011807399
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The asymptotic variance of semi-parametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10010288379
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Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
Hahn, Jinyong; Ridder, Geert - In: Journal of Econometric Methods 4 (2015) 1, pp. 1-28
Abstract We propose a new approach to statistical inference on parameters that depend on population parameters in a non-standard way. As examples we consider a parameter that is interval identified and a parameter that is the maximum (or minimum) of population parameters. In both examples we...
Persistent link: https://www.econbiz.de/10014612567
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The asymptotic variance of semi-parametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - Centre for Microdata Methods and Practice (CEMMAP) - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10008511717
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The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
Hahn, Jinyong; Ridder, Geert - Departamento de Economia, Pontifícia Universidade … - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10008684772
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Identification and the influence function of Olley and Pakes' (1996) production function estimator
Hahn, Jinyong; Ridder, Geert - In: Econometric theory 39 (2023) 5, pp. 1044-1066
Persistent link: https://www.econbiz.de/10014436593
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The asymptotic variance of semi-parametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10008659887
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The asymptotic variance of semiparametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10008657324
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A note on semiparametric estimation of finite mixtures of discrete choice models with application to game-theoretic models
Bajari, Patrick L.; Hahn, Jinyong; Hong, Han; Ridder, Geert - In: International economic review 52 (2011) 3, pp. 807-824
Persistent link: https://www.econbiz.de/10009379468
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Partial identification and mergers
Hahn, Jinyong; Ridder, Geert; Snider, Connan - In: Economics letters 118 (2013) 1, pp. 126-129
Persistent link: https://www.econbiz.de/10009706852