Local Identification of Nonparametric and Semiparametric Models

DOI10.3982/ECTA9988zbMath1410.62198arXiv1105.3007OpenAlexW2950221846MaRDI QIDQ4615861

Sokbae Lee, Xiaohong Chen, Whitney K. Newey, Victor Chernozhukov

Publication date: 29 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.3007

zbMATH Keywords

identificationasset pricinglocal identificationnonparametric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

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