A semiparametric single index model with heterogeneous impacts on an unobserved variable
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Publication:473340
DOI10.1016/J.JECONOM.2014.08.001zbMath1331.62479OpenAlexW2008472950MaRDI QIDQ473340
Publication date: 24 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.08.001
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Statistical methods; risk measures (91G70) Nonparametric estimation (62G05)
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Cites Work
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