Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
by Xiaohong Chen and Demian Pouzo
| Year of publication: |
2015
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|---|---|
| Authors: | Chen, Xiaohong ; Pouzo, Demian |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 83.2015, 3, p. 1013-1079
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| 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 | Bootstrap-Verfahren | Bootstrap approach | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378588