Maximal uniform convergence rates in parametric estimation problems
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Other versions of this item:
- Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(02), pages 469-500, April.
- Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
- Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
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"A Comparison of Estimators for Empirical Models of Auctions,"
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- Paarsch, H.J., 1992. "A Comparison of estimators for Empirical Models of Auction," UWO Department of Economics Working Papers 9210, University of Western Ontario, Department of Economics.
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"An Efficient Semiparametric Estimator for Binary Response Models,"
Econometric Society, vol. 61(2), pages 387-421, March.
- Klein, R.W. & Spady, R.H., 1991. "An Efficient Semiparametric Estimator for Binary Response Models," Papers 70, Bell Communications - Economic Research Group.
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- Horowitz, Joel L., 1993. "Optimal Rates of Convergence of Parameter Estimators in the Binary Response Model with Weak Distributional Assumptions," Econometric Theory, Cambridge University Press, vol. 9(01), pages 1-18, January.
- repec:cup:etheor:v:9:y:1993:i:1:p:1-18 is not listed on IDEAS
More about this item
Keywordsparametric estimators; uniform convergence; Hellinger distance; Locally Asymptotically Quadratic (LAQ) Families;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-08-13 (All new papers)
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