Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
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Publication:4284148
DOI10.2307/2951475zbMath0798.62104MaRDI QIDQ4284148
Publication date: 18 April 1994
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951475
consistency; asymptotic normality; minimization problem; semiparametric estimators; partially parametric regression models; preliminary infinite-dimensional nuisance parameter estimator; semiparametric weighted least squares estimation; stochastic equicontinuity of stochastic processes
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62G07: Density estimation
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