Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

DOI10.3982/ECTA10771zbMath1410.62046arXiv1411.1144OpenAlexW2173307811MaRDI QIDQ4614282

Xiaohong Chen, Demian Pouzo

Publication date: 30 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1144

zbMATH Keywords

local powerWilks phenomenonirregular functionalpenalized sieve minimum distancegeneralized residual bootstrapnonlinear nonparametric instrumental variablessieve quasi likelihood ratiosieve variance estimatorssieve Wald

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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