NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627): Difference between revisions

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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Well-posedness of measurement error models for self-reported data
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+Nonparametric estimation of nonlinear rational expectation models
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+Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
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+PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+Local Identification of Nonparametric and Semiparametric Models
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Nonlinear principal components and long-run implications of multivariate diffusions
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+AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
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+Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
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+ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
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+NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS
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+Nonparametric Stochastic Discount Factor Decomposition
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+Q4794153
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+Nonparametric Instrumental Regression
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+Kernel-based nonlinear canonical analysis and time reversibility
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+Mixing: Properties and examples
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+Invariance principles for absolutely regular empirical processes
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+Uniform in bandwidth consistency of kernel-type function estimators
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+Q4895893
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+Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
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+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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+Nonparametric estimation of scalar diffusions based on low frequency data
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+Nonparametric methods for inference in the presence of instrumental variables
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Long-Term Risk: An Operator Approach
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+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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+Comparing nonparametric versus parametric regression fits
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+SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
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+Q5786104
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+Linear integral equations.
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+Asset Prices in an Exchange Economy
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Spectral Approximation for Compact Operators
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+Convergence of stochastic processes
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+Semiparametric Estimation of Index Coefficients
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+The bootstrap for empirical processes based on stationary observations
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+Identification in Parametric Models
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+Identification and Lack of Identification
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+Q4049667
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+Weak convergence and empirical processes. With applications to statistics
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+Q3706042
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+https://doi.org/10.1017/s0266466620000365
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+W3124145985
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+Publication:5012627