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Riesz estimators

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  • Aliprantis, Charalambos D.
  • Harris, David
  • Tourky, Rabee

Abstract

We consider properties of estimators that can be written as vector lattice (Riesz space) operations. Using techniques widely used in economic theory, we study the approximation properties of these estimators. We also provide two algorithms RIESZVAR(i-ii) for consistent parametric estimation of continuous multivariate piecewise linear functions.
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  • Aliprantis, Charalambos D. & Harris, David & Tourky, Rabee, 2007. "Riesz estimators," Journal of Econometrics, Elsevier, vol. 136(2), pages 431-456, February.
    • Handle: RePEc:eee:econom:v:136:y:2007:i:2:p:431-456
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    References listed on IDEAS

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