SEMINONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS*-Reference-Cited by-同舟云学术

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SEMINONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS*

Published:2007-12-11 Issue:4 Volume:48 Page:1093-1118
ISSN:0020-6598
Container-title:International Economic Review
language:en
Short-container-title:

Author:

Ai Chunrong

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-2354.2007.00456.x/fullpdf

Reference32 articles.

1. A Semiparametric Maximum Likelihood Estimator;Ai;Econometrica,1997

2. Efficient Estimation of Conditional Moment Restrictions Models Containing Unknown Functions;Ai;Econometrica,2003

3. Small Sample Bias in GMM Estimation of Covariance Structures;Altonji;Journal of Economics and Business Statistics,1996

4. Conditional Asymmetries in Real GNP: A Seminonparametric Approach;Brunner;Journal of Business & Economic Statistics,1992

5. Asymptotic Efficiency in Estimation with Conditional Moment Restrictions;Chamberlain;Journal of Econometrics,1987

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Some uniform convergence results for kernel estimators;Science China Mathematics;2013-02-08

2. The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions;Journal of Econometrics;2012-10

3. Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions;SSRN Electronic Journal;2009

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