Extremum estimation and numerical derivatives (Q2354853): Difference between revisions

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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Numerical differentiation procedures for non-exact data
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+A Stopping Rule for the Computation of Generalized Method of Moments Estimators
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+Semiparametric estimation of a simultaneous game with incomplete information
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+Standard errors and covariance matrices for smoothed rank estimators
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
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+Sieve Extremum Estimates for Weakly Dependent Data
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+Uniform Central Limit Theorems
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+Pairwise-Difference Estimation of a Dynamic Optimization Model
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+A Smoothed Maximum Score Estimator for the Binary Response Model
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+Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
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+Q4225048
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+Asymptotic normality of Powell's kernel estimator
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+Introduction to empirical processes and semiparametric inference
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+On the Convergence Rates of IPA and FDC Derivative Estimators
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+On Profile Likelihood
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+Convergence rates and asymptotic normality for series estimators
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+Simulation and the Asymptotics of Optimization Estimators
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+Convergence of stochastic processes
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+Least absolute deviations estimation for the censored regression model
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+A smoothed least squares estimator for threshold regression models
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+Convergence rate of sieve estimates
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+Weak convergence and empirical processes. With applications to statistics
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+Quantile regression without the curse of unsmoothness
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+Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
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+ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
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