Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862)
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scientific article; zbMATH DE number 6604113
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| English | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals |
scientific article; zbMATH DE number 6604113 |
Statements
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (English)
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18 July 2016
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penalized sieve minimum distance
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nonsmooth generalized residuals
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nonlinear nonparametric endogeneity
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weighted bootstrap
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semiparametric efficiency
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confidence region
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partially linear quantile IV regression
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shape-invariant quantile IV Engel curves
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0.8811670541763306
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0.8783761858940125
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0.8527958393096924
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0.8458834886550903
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