메뉴 건너뛰기




Volumn 65, Issue 4, 1997, Pages 933-963

A semiparametric maximum likelihood estimator

(1)  Ai, Chunrong a  

a NONE

Author keywords

Asymptotic efficiency; Kernel; Nonparametric; Semiparametric

Indexed keywords


EID: 0010629996     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171945     Document Type: Article
Times cited : (67)

References (24)
  • 1
    • 38149147492 scopus 로고
    • Semiparametric Efficiency Bound of a Disequilibrium Model Without Observed Regime
    • AI, C. (1994): "Semiparametric Efficiency Bound of A Disequilibrium Model Without Observed Regime," Journal of Econometrics, 62, 143-163.
    • (1994) Journal of Econometrics , vol.62 , pp. 143-163
    • Ai, C.1
  • 2
    • 21844508934 scopus 로고
    • Nonparametric Kernel Estimation for Semiparametric Models
    • forthcoming
    • ANDREWS, D. W. (1995): "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, forthcoming.
    • (1995) Econometric Theory
    • Andrews, D.W.1
  • 3
    • 0000434492 scopus 로고
    • Information and Asymptotic Efficiency in Parametric-Nonparametric Models
    • BEGUN, J. M., W. HALL, W. M. HUANG, AND J. A. WELLNER (1983): "Information and Asymptotic Efficiency In Parametric-Nonparametric Models," Annals of Statistics, 11, 432-452.
    • (1983) Annals of Statistics , vol.11 , pp. 432-452
    • Begun, J.M.1    Hall, W.2    Huang, W.M.3    Wellner, J.A.4
  • 4
    • 0000947808 scopus 로고
    • On Adaptive Estimation
    • BICKEL, P. (1982): "On Adaptive Estimation," Annals of Statistics, 10, 647-671.
    • (1982) Annals of Statistics , vol.10 , pp. 647-671
    • Bickel, P.1
  • 5
    • 0001898398 scopus 로고
    • Kernel Estimators of Regression Functions
    • ed. by T. W. Bewley. New York: Cambridge University Press
    • BIERENS, H. J. (1985): "Kernel Estimators of Regression Functions," in Advances in Econometrics: Fifth World Congress, Vol. 1, ed. by T. W. Bewley. New York: Cambridge University Press, 99-144.
    • (1985) Advances in Econometrics: Fifth World Congress , vol.1 , pp. 99-144
    • Bierens, H.J.1
  • 6
    • 38149130328 scopus 로고
    • Asymptotic Efficiency in Semiparametric Models with Censoring
    • CHAMBERLAIN, G. (1986): "Asymptotic Efficiency in Semiparametric Models With Censoring," Journal of Econometrics, 32, 189-218.
    • (1986) Journal of Econometrics , vol.32 , pp. 189-218
    • Chamberlain, G.1
  • 7
    • 0000198789 scopus 로고
    • Efficiency Bounds for Semiparametric Regression
    • _ (1992): "Efficiency Bounds for Semiparametric Regression," Econometrica, 60, 567-596.
    • (1992) Econometrica , vol.60 , pp. 567-596
  • 8
    • 0002245296 scopus 로고
    • Semi-nonparametric Maximum Likelihood Estimation
    • GALLANT, A. R., AND D. W. NYCHKA (1987): "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, 55, 363-390.
    • (1987) Econometrica , vol.55 , pp. 363-390
    • Gallant, A.R.1    Nychka, D.W.2
  • 9
    • 0000414660 scopus 로고
    • Large Sample Properties of Generalized Method of Moments Estimators
    • HANSEN, L. P. (1982): "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, 50, 1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 10
    • 0002295452 scopus 로고
    • Semiparametric Least Squares Estimation of Multiple Models: Single Equation Estimation
    • ed. by W. Barnett, J. Powell, and G. Tauchen. Cambridge: Cambridge University Press
    • ICHIMURA, H., AND L. F. LEE (1991): "Semiparametric Least Squares Estimation of Multiple Models: Single Equation Estimation," in Nonparametric And Semiparametric Methods in Econometrics And Statistics, ed. by W. Barnett, J. Powell, and G. Tauchen. Cambridge: Cambridge University Press.
    • (1991) Nonparametric and Semiparametric Methods in Econometrics and Statistics
    • Ichimura, H.1    Lee, L.F.2
  • 11
    • 0001488581 scopus 로고
    • An Efficient Semiparametric Estimator for Binary Response Models
    • KLEIN, R., AND R. SPADY (1993): "An Efficient Semiparametric Estimator For Binary Response Models," Econometrica, 61, 387-421.
    • (1993) Econometrica , vol.61 , pp. 387-421
    • Klein, R.1    Spady, R.2
  • 14
    • 0001077305 scopus 로고
    • Adaptive Estimation of Non-Linear Regression Models
    • MANSKI, C. F. (1984): "Adaptive Estimation of Non-Linear Regression Models," Econometric Reviews, 3, 145-194.
    • (1984) Econometric Reviews , vol.3 , pp. 145-194
    • Manski, C.F.1
  • 17
    • 0000133467 scopus 로고
    • The Asymptotic Variance of Semiparametric Estimators
    • _ (1994): "The Asymptotic Variance of Semiparametric Estimators," Econometrica, 62, 1349-1382.
    • (1994) Econometrica , vol.62 , pp. 1349-1382
  • 18
    • 0001099098 scopus 로고
    • Semiparametric Estimation of Index Coefficients
    • POWELL, J. L., J. H. STOCK, T. M. STOKER (1989): "Semiparametric Estimation of Index Coefficients," Econometrica, 57, 1403-1430.
    • (1989) Econometrica , vol.57 , pp. 1403-1430
    • Powell, J.L.1    Stock, J.H.2    Stoker, T.M.3
  • 19
    • 0000218602 scopus 로고
    • Root-N-Consistent Semiparametric Regression
    • ROBINSON, P. M. (1988a): "Root-N-Consistent Semiparametric Regression," Econometrica, 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.M.1
  • 20
    • 0000788831 scopus 로고
    • The Stochastic Difference between Econometric Statistics
    • _ (1988b): "The Stochastic Difference Between Econometric Statistics," Econometrica, 56, 531-548.
    • (1988) Econometrica , vol.56 , pp. 531-548
  • 21
    • 0000098278 scopus 로고
    • Hypothesis Testing in Semiparametric and Nonparametric Methods for Econometric Time Series
    • _ (1989): "Hypothesis Testing in Semiparametric and Nonparametric Methods for Econometric Time Series," Review of Economic Studies, 56, 511-534.
    • (1989) Review of Economic Studies , vol.56 , pp. 511-534
  • 22
    • 0012871168 scopus 로고
    • Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models
    • _ (1991): "Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models," Econometrica, 59, 755-786.
    • (1991) Econometrica , vol.59 , pp. 755-786
  • 23
    • 0001744988 scopus 로고
    • On Maximum Likelihood Estimation in Infinite Dimensional Parameter Space
    • SEVERINI, T. A., AND W. H. WONG (1991): "On Maximum Likelihood Estimation in Infinite Dimensional Parameter Space," Annals of Statistics, 19, 603-832.
    • (1991) Annals of Statistics , vol.19 , pp. 603-832
    • Severini, T.A.1    Wong, W.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.