Non-Parametric Estimation of Econometric Functionals
نویسندگان
چکیده
منابع مشابه
Non-parametric Specification Testing of Non-nested Econometric Models.*
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the regression functions are unknown under both the null and the alternative hypotheses, an extension of the J-test procedure of Davidson and Mackinnon (1981) will lead to a test statistic with well defined asymptotic properties. The derivation of the test statistic involves double kernel estimation. Mo...
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Parameter estimation with non-ignorable missing data is a challenging problem in statistics. The fully parametric approach for joint modeling of the response model and the population model can produce results that are quite sensitive to the failure of the assumed model. We propose a more robust modeling approach by considering the model for the nonresponding part as an exponential tilting of th...
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ژورنال
عنوان ژورنال: The Canadian Journal of Economics
سال: 1988
ISSN: 0008-4085
DOI: 10.2307/135443