EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS

DOI10.1017/S0266466610000113zbMath1207.62073MaRDI QIDQ3081459

Taisuke Otsu

Publication date: 8 March 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Kernel-based estimation of semiparametric regression in triangular systems, A simple estimator for partial linear regression with endogenous nonparametric variables, Generalized empirical likelihood testing in semiparametric conditional moment restrictions models

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