Sieve M inference on irregular parameters
Year of publication: |
2014
|
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Authors: | Chen, Xiaohong ; Liao, Zhipeng |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 1, p. 70-86
|
Subject: | Irregular functional | Sieve M estimation | Sieve t statistic | Sieve likelihood ratio | Zero information | Semiparametric duration model | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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