Sieve Wald and QLR inferences on semi/nonparametric conditional moment models (Q4614282)
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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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0.8516893982887268
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0.848364531993866
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0.8458834886550903
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0.8280552625656128
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