AbstractWe consider properties of estimators that can be written as vector lattice (Riesz space) operations. Using techniques widely used in economic theory, we study the approximation properties of these estimators. We also provide two algorithms RIESZVAR(i-ii) for consistent parametric estimation of continuous multivariate piecewise linear functions.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 136 (2007)
Issue (Month): 2 (February)
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