ADAPTIVE ESTIMATION OF REGRESSION-MODELS VIA MOMENT RESTRICTIONS

被引:99
作者
NEWEY, WK
机构
关键词
D O I
10.1016/0304-4076(88)90048-6
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:301 / 339
页数:39
相关论文
共 23 条
[1]   MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J].
AMEMIYA, T .
ECONOMETRICA, 1977, 45 (04) :955-968
[2]  
Bartle R. G., 1966, ELEMENTS INTEGRATION
[3]  
BERAN R, 1976, ANN I STAT MATH, V26, P77
[4]   ON ADAPTIVE ESTIMATION [J].
BICKEL, PJ .
ANNALS OF STATISTICS, 1982, 10 (03) :647-671
[5]   ADAPTING FOR HETEROSCEDASTICITY IN LINEAR-MODELS [J].
CARROLL, RJ .
ANNALS OF STATISTICS, 1982, 10 (04) :1224-1233
[6]   ASYMPTOTIC EFFICIENCY IN ESTIMATION WITH CONDITIONAL MOMENT RESTRICTIONS [J].
CHAMBERLAIN, G .
JOURNAL OF ECONOMETRICS, 1987, 34 (03) :305-334
[7]  
CHAMBERLAIN G, 1984, ECONOMETRIC REV, V3, P197
[8]  
Freud G, 1971, ORTHOGONAL POLYNOMIA
[9]   EXPLICIT ESTIMATORS OF PARAMETRIC FUNCTIONS IN NON-LINEAR REGRESSION [J].
GALLANT, AR .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (369) :182-193
[10]  
Gregory R. T., 1969, COLLECTION MATRICES