Estimation of semiparametric models when the criterion function is not smooth

Econometrica

Volumn 71, Issue 5, 2003, Pages 1591-1608

  Chen, Xiaohong ^a   Linton, Oliver ^b   Van Keilegom, Ingrid ^c  

^a NEW YORK UNIVERSITY   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bootstrap; Empirical processes; Generalized method of moments; Median regression; Semiparametric estimation

Indexed keywords

OPTIMIZATION; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

EMPIRICAL PROCESSES;

ECONOMICS;

EID: 0141904053     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00461     Document Type: Article

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