Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models
From MaRDI portal
Publication:3007553
DOI10.1080/07474938.2011.553537zbMath1217.62043OpenAlexW2041074963MaRDI QIDQ3007553
Kulan Ranasinghe, Mervyn J. Silvapullé
Publication date: 16 June 2011
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2011.553537
order restricted inferenceprojection estimatorconstrained inferenceapproximating coneconvex approximating coneconvex parameter space
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Parametric inference under constraints (62F30)
Related Items
Cites Work
- A family of autoregressive conditional duration models
- Testing joint hypotheses when one of the alternatives is one-sided
- Testing for GARCH effects: A one-sided approach
- On the asymptotics of constrained local \(M\)-estimators.
- Tests against inequality constraints in semiparametric models
- On the asymptotics of constrained \(M\)-estimation
- Semiparametric theory and missing data.
- Constrained Statistical Inference
- Semiparametric efficiency bounds
- Estimation of order-restricted means from correlated data
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- Estimation When a Parameter is on a Boundary
- The Econometrics of Ultra-high-frequency Data
- The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
- Inferences Under a Stochastic Ordering Constraint
