DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS

DOI10.1017/S0266466617000354zbMath1400.62317OpenAlexW2183510034MaRDI QIDQ4585031

Halbert White, Jin Seo Cho

Publication date: 6 September 2018

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

Full work available at URL: https://doi.org/10.1017/s0266466617000354

zbMATH Keywords

quasi-maximum likelihood estimatorlimit distributionGaussian stochastic processdirectionally differentiable econometric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items

Uniform inference for value functions, Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks, Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

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