Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry

DOI10.1111/J.1368-423X.2007.00198.XMaRDI QIDQ3594912zbMATH OpenFDO

Authors Bryan Brown, Douglas J. Hodgson

Publication date 9 August 2007

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1368-423X.2007.00198.X

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cites work

• Conditions for Identification in Nonparametric and Parametric Models
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)
• The Identification Problem in Systems Nonlinear in the Variables

Cited in

(3)

• Localized level crossing random walk test robust to the presence of structural breaks
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models

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