Convexity Not Required: Estimation of Smooth Moment Condition Models

被引：0
|
作者：
Forneron, Jean-Jacques [1 ]
Zhong, Liang [1 ]
机构：
[1] Department of Economics, Boston University, 270 Bay State Road, Boston,MA,02215, United States
来源：
arXiv | 2023年
关键词：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Economics - Gradient methods - Method of moments - Newton-Raphson method
引用
收藏
相关论文
共 50 条
  • [1] Bayesian Estimation and Comparison of Moment Condition Models
    Chib, Siddhartha
    Shin, Minchul
    Simoni, Anna
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 113 (524) : 1656 - 1668
  • [2] Estimating and testing for smooth structural changes in moment condition models
    Li, Haiqi
    Zhou, Jin
    Hong, Yongmiao
    JOURNAL OF ECONOMETRICS, 2024, 246 (1-2)
  • [3] Efficient Estimation of Moment Condition Models with Heterogenous Populations
    Xiao, Zhiguo
    ANNALS OF ECONOMICS AND FINANCE, 2011, 12 (01): : 89 - 107
  • [4] Semiparametric estimation of moment condition models with weakly dependent data
    Bravo, Francesco
    Chu, Ba M.
    Jacho-Chavez, David T.
    JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 29 (01) : 108 - 136
  • [5] Robust estimation for moment condition models with data missing not at random
    Li, Wei
    Yang, Shu
    Han, Peisong
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2020, 207 : 246 - 254
  • [6] Divergences and duality for estimation and test under moment condition models
    Broniatowski, Michel
    Keziou, Amor
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (09) : 2554 - 2573
  • [7] Moment-based estimation of smooth transition regression models with endogenous variables
    Areosa, Waldyr Dutra
    McAleer, Michael
    Medeiros, Marcelo C.
    JOURNAL OF ECONOMETRICS, 2011, 165 (01) : 100 - 111
  • [8] GEL CRITERIA FOR MOMENT CONDITION MODELS
    Smith, Richard J.
    ECONOMETRIC THEORY, 2011, 27 (06) : 1192 - 1235
  • [9] Neglected heterogeneity in moment condition models
    Hahn, Jinyong
    Newey, Whitney K.
    Smith, Richard J.
    JOURNAL OF ECONOMETRICS, 2014, 178 : 86 - 100
  • [10] Local GMM Estimation for Nonparametric Time-Varying Coefficient Moment Condition Models
    Bai, Yu
    JOURNAL OF TIME SERIES ANALYSIS, 2025,
12345