Local likelihood estimation of truncated regression and its partial derivatives: theory and application

DOI10.1016/j.jeconom.2008.08.007zbMath1418.62168OpenAlexW2098903307WikidataQ60204545 ScholiaQ60204545MaRDI QIDQ295713

Léopold Simar, Valentin Zelenyuk, Byeong U. Park

Publication date: 13 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.007

zbMATH Keywords

local likelihoodnonparametric truncated regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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