Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862)

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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
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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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