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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    Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
    scientific article; zbMATH DE number 6604113

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      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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