Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

DOI10.1016/j.jeconom.2009.02.002zbMath1431.62111OpenAlexW3126049637MaRDI QIDQ2628862

Demian Pouzo, Xiaohong Chen

Publication date: 18 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://economics.yale.edu/sites/default/files/files/Working-Papers/wp000/ddp0038.pdf

zbMATH Keywords

weighted bootstrapconfidence regionsemiparametric efficiencynonlinear nonparametric endogeneitynonsmooth generalized residualspartially linear quantile IV regressionpenalized sieve minimum distanceshape-invariant quantile IV Engel curves

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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