Computational and statistical efficiency of semiparametric gls estimators

DOI10.1080/07474938908800172zbMath0726.62176OpenAlexW1994741674MaRDI QIDQ3350614

Joel L. Horowitz, George R. Neumann

Publication date: 1989

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938908800172

zbMATH Keywords

semiparametric estimationduration analysiscensored regression modelcomputational efficiency of semiparametric generalized least squaresdistribution-free estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Semiparametric estimation of employment duration models

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