Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
Year of publication: |
2007
|
---|---|
Authors: | Chen, Xiaohong |
Published in: |
Handbook of econometrics : volume 6B. - Amsterdam : Elsevier/North Holland, ISBN 978-0-08-055655-0. - 2007, p. 5549-5632
|
Subject: | sieve extremum estimation | series | sieve minimum distance | semiparametric two-step estimation | endogeneity in semi-nonparametric models | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
---|---|
Language: | English |
Other identifiers: | 10.1016/S1573-4412(07)06076-X [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C20 - Econometric Methods: Single Equation Models. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Penalized sieve estimation and inference of semi-nonparametric dynamic models : a selective review
Chen, Xiaohong, (2011)
-
Identifying the returns to lying when the truth is unobserved
Hu, Yingyao, (2007)
-
The influence function of semiparametric estimators
Ichimura, Hidehiko, (2022)
- More ...
-
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong, (2013)
-
MCMC confidence sets for identified sets
Chen, Xiaohong, (2016)
-
An estimation of economic models with recursive preferences
Chen, Xiaohong, (2013)
- More ...