Weighted Minimum Mean-Square Distance from Independence Estimation

DOI10.1111/1468-0262.00362zbMath1101.62013OpenAlexW2122511124MaRDI QIDQ5475017

Donald J. Brown, Marten H. Wegkamp

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d12/d1288.pdf

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (8)

Testing for serial independence of panel errors ⋮ Efficient estimation in models with independence restrictions ⋮ Minimum distance from independence estimation of nonseparable instrumental variables models ⋮ Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes ⋮ Estimation and inference in factor copula models with exogenous covariates ⋮ Panel Data Quantile Regression for Treatment Effect Models ⋮ Specification and Identification of Stochastic Demand Models ⋮ Identification and estimation of time-varying nonseparable panel data models without stayers

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