Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Year of publication: |
2013-05
|
---|---|
Authors: | Chen, Xiaohong ; Pouzo, Demian |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Nonlinear nonparametric instrumental variables | Penalized sieve minimum distance | Irregular functional | Sieve variance estimators | Sieve Wald | Sieve quasi likelihood ratio | Generalized residual bootstrap | Local power | Wilks phenomenon |
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