Efficiency of Weighted Average Derivative Estimators and Index Models (Q3142522): Difference between revisions

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Latest revision as of 18:22, 19 March 2024

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Efficiency of Weighted Average Derivative Estimators and Index Models
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    Efficiency of Weighted Average Derivative Estimators and Index Models (English)
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    6 January 1994
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    minimum chi-square
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    spanning condition
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    approximate efficiency of pooled estimators
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    semiparametric index models
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    nonparametric demand analysis
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    efficiency results
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    average derivative estimators
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    efficiency bound
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    weighted average derivatives of conditional location functionals
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    mean
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    median
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    asymptotic variance
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    optimal weight function
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    elliptically symmetric
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