Inference of local regression in the presence of nuisance parameters
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Publication:2227059
DOI10.1016/j.jeconom.2020.04.028zbMath1464.62523OpenAlexW2664926837MaRDI QIDQ2227059
Publication date: 9 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.04.028
nuisance parameterempirical likelihoodbias correctionweak identificationLaplace-type estimatorlocal estimating equationsnon-smooth criterion functionnonparametric and semiparametric inferencequantile regression discontinuity
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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