Penalized empirical likelihood estimation of semiparametric models
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References listed on IDEAS
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
- Chunrong Ai & Xiaohong Chen, 2009.
"Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions,"
Cowles Foundation Discussion Papers
1731, Cowles Foundation for Research in Economics, Yale University.
- Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," CeMMAP working papers CWP28/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76 Elsevier.
- Xianyang Zhang & Xiaofeng Shao, 2016. "On the coverage bound problem of empirical likelihood methods for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 395-421, March.
More about this item
KeywordsSemiparametric model Empirical likelihood Penalization;
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