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Estimation of semiparametric models when the criterion function is not smooth

Linton, Oliver, Cheng, Xiaohong and Van Keilegom, Ingrid (2003) Estimation of semiparametric models when the criterion function is not smooth. Econometrica, 71 (5). pp. 1591-1608. ISSN 1468-0262

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Item Type: Article
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2003 Blackwell Publications.
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Journal of Economic Literature Classification System: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Sets: Collections > Economists Online
Departments > Economics
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/942/

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