Asymptotic theory for M-estimators of boundaries
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References listed on IDEAS
- Donald, Stephen G. & Paarsch, Harry J., 2002. "Superconsistent estimation and inference in structural econometric models using extreme order statistics," Journal of Econometrics, Elsevier, vol. 109(2), pages 305-340, August.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- B. Nielsen & N. Shephard, 2003. "Likelihood analysis of a first-order autoregressive model with exponential innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 337-344, May.
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Keywordsconstrained optimization; epi-convergence; linear programming estimator; M-estimator; point processes;
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