Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
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- Chen, Xiaohong & Pouzo, Demian, 2009.
"Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals,"
Journal of Econometrics, Elsevier, vol. 152(1), pages 46-60, September.
- Xiaohong Chen & Demian Pouzo, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers 1640R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
- Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
- Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Demian Pouzo, 2008. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP09/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Vanhems, Anne & Van Keilegom, Ingrid, 2019.
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Econometric Theory, Cambridge University Press, vol. 35(1), pages 73-110, February.
- Van Keilegom, Ingrid & Vanhems, Anne, 2016. "Estimation of a semiparametric transformation model in the presence of endogeneity," TSE Working Papers 16-654, Toulouse School of Economics (TSE).
- Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
- Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).
- Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.
- Inass Soukarieh & Salim Bouzebda, 2022. "Exchangeably Weighted Bootstraps of General Markov U -Process," Mathematics, MDPI, vol. 10(20), pages 1-42, October.
- Pedro Galeano & Dominik Wied, 2017. "Dating multiple change points in the correlation matrix," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 331-352, June.
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