NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
From MaRDI portal
Publication:5012627
DOI10.1017/S0266466620000365zbMath1479.62090OpenAlexW3124145985MaRDI QIDQ5012627
Sorawoot Srisuma, Stefan Hoderlein, Juan Carlos Escanciano, Oliver B. Linton, Arthur Lewbel
Publication date: 25 November 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000365
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
Related Items
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION, Life-cycle consumption and life insurance: empirical evidence from Italian survey
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Well-posedness of measurement error models for self-reported data
- Nonparametric methods for inference in the presence of instrumental variables
- Nonlinear principal components and long-run implications of multivariate diffusions
- Nonparametric estimation of nonlinear rational expectation models
- Linear integral equations.
- Comparing nonparametric versus parametric regression fits
- Mixing: Properties and examples
- Invariance principles for absolutely regular empirical processes
- The bootstrap for empirical processes based on stationary observations
- Nonparametric estimation of scalar diffusions based on low frequency data
- Weak convergence and empirical processes. With applications to statistics
- Kernel-based nonlinear canonical analysis and time reversibility
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Uniform in bandwidth consistency of kernel-type function estimators
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
- ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
- Identification and Lack of Identification
- NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS
- Long-Term Risk: An Operator Approach
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Spectral Approximation for Compact Operators
- Asset Prices in an Exchange Economy
- Nonparametric Stochastic Discount Factor Decomposition
- Local Identification of Nonparametric and Semiparametric Models
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- Semiparametric Estimation of Index Coefficients
- Nonparametric Instrumental Regression
- PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Identification in Parametric Models
- Convergence of stochastic processes
