Empirical Likelihood Estimation Of Conditional Moment Restriction Models With Unknown Functions
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 27 (2011)
Issue (Month): 01 (February)
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- Arthur Lewbel, 2010.
"Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 30(1), pages 67-80, December.
- Arthur Lewbel, 2003. "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics 587, Boston College Department of Economics, revised 15 Dec 2010.
- Martins-Filho, Carlos & Yao, Feng, 2012. "Kernel-based estimation of semiparametric regression in triangular systems," Economics Letters, Elsevier, vol. 115(1), pages 24-27.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
- Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers 22452, East Asian Bureau of Economic Research.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
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