Local M-estimation with discontinuous criterion for dependent and limited observations
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References listed on IDEAS
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More about this item
KeywordsCube root asymptotics; Maximal inequality; Mixing process; Partial identification; Parameter-dependent localization;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-10-23 (All new papers)
- NEP-DCM-2016-10-23 (Discrete Choice Models)
- NEP-ECM-2016-10-23 (Econometrics)
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