Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (Q4614282): Difference between revisions

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Latest revision as of 10:32, 30 July 2024

scientific article; zbMATH DE number 7008658
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English
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
scientific article; zbMATH DE number 7008658

    Statements

    Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (English)
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    30 January 2019
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    nonlinear nonparametric instrumental variables
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    penalized sieve minimum distance
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    irregular functional
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    sieve variance estimators
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    sieve Wald
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    sieve quasi likelihood ratio
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    generalized residual bootstrap
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    local power
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    Wilks phenomenon
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