consistent and asymptotically normally distributed. Copyright (C) 2010 The Author(s). The Econometrics Journal (C) 2010 Royal Economic Society
Non-and semi-parametric models have flourished during the last twenty five years. They have been app...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
We propose and investigate a new estimation method for the parameters of models consisting of smooth...
This paper focuses on nonseparable structural models of the form Y = m(X, U, α0) with U X and in wh...
eScholarship provides open access, scholarly publishing services to the University of California and...
Semiparametric minimum-distance estimation methods are introduced for the estimation of parametric o...
This paper proposes consistent estimators for transformation parameters in semiparametric models. Th...
In this paper we introduce a general method for estimating semiparametrically the different compon...
A semiparametric model for observational data combines a parametric form for some component of the d...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
This article introduces semiparametric methods for the estimation of simultaneous equation microe-co...
This paper is concerned with identification and estimation of non-separable models. It studies a ver...
This paper considers semiparametric efficient estimation of conditional moment models with possibly ...
This dissertation consists of two chapters, both contributing to the field of econometrics. The cont...
Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and sub...
Non-and semi-parametric models have flourished during the last twenty five years. They have been app...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
We propose and investigate a new estimation method for the parameters of models consisting of smooth...
This paper focuses on nonseparable structural models of the form Y = m(X, U, α0) with U X and in wh...
eScholarship provides open access, scholarly publishing services to the University of California and...
Semiparametric minimum-distance estimation methods are introduced for the estimation of parametric o...
This paper proposes consistent estimators for transformation parameters in semiparametric models. Th...
In this paper we introduce a general method for estimating semiparametrically the different compon...
A semiparametric model for observational data combines a parametric form for some component of the d...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
This article introduces semiparametric methods for the estimation of simultaneous equation microe-co...
This paper is concerned with identification and estimation of non-separable models. It studies a ver...
This paper considers semiparametric efficient estimation of conditional moment models with possibly ...
This dissertation consists of two chapters, both contributing to the field of econometrics. The cont...
Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and sub...
Non-and semi-parametric models have flourished during the last twenty five years. They have been app...
A common stochastic restriction in econometric models separable in the latent variables is the assum...
We propose and investigate a new estimation method for the parameters of models consisting of smooth...
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