Estimation of semiparametric models when the criterion function is not smooth
Copyright policy )Estimation of semiparametric models when the criterion function is not smooth
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators. Our results extend existing theories like those of Pakes and Pollard (1989), Andrews (1994a), and Newey (1994). We apply our results to an example.
Nichtparametrisches Verfahren, ddc:330, Bootstrap-Verfahren, Empirical processes; non-smooth criterion; semiparametric estimation; stochastic equicontinuity, Empirical processes, non-smooth criterion, semiparametric estimation, stochastic equicontinuity., Theorie, jel: jel:C13, jel: jel:C14
Nichtparametrisches Verfahren, ddc:330, Bootstrap-Verfahren, Empirical processes; non-smooth criterion; semiparametric estimation; stochastic equicontinuity, Empirical processes, non-smooth criterion, semiparametric estimation, stochastic equicontinuity., Theorie, jel: jel:C13, jel: jel:C14
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