A local generalized method of moments estimator
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Publication:1929821
DOI10.1016/j.econlet.2006.08.011zbMath1255.62093MaRDI QIDQ1929821
Publication date: 9 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.08.011
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Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Local nonlinear least squares: using parametric information in nonparametric regression
- GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
- Estimation of Average Treatment Effects with Misclassification
- Instrumental Variable Estimation of Nonparametric Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Econometrics