Consistency and asymptotic normality of sieve ML estimators under low-level conditions

DOI10.1017/S0266466614000036zbMATH Open1314.6211MaRDI QIDQ6486643FDOQ6486643

Authors: Herman J. Bierens 

Publication date: 14 November 2014

Published in: Econometric Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Semiparametric methods in econometrics
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• Semiparametric efficiency bounds
• Sample Selection Bias as a Specification Error
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• Asymptotic Properties of Non-Linear Least Squares Estimators
• Semi-Nonparametric Maximum Likelihood Estimation
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• On methods of sieves and penalization
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• The Efficiency Bound of the Mixed Proportional Hazard Model
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• Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
• The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
• Characterization of the asymptotic distribution of semiparametric M-estimators
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• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
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• INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS

Uses Software

• Stata
• sneop

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