CFDP 1288
Weighted Minimum Mean-Square Distance from Independence Estimation
Author(s):Publication Date: January 2001
Pages: 31
Abstract:
In this paper we introduce a family of semi-parametric estimators, suggested by Manski’s minimum mean-square distance from independence estimator. We establish the strong consistency, asymptotic normality and consistency of bootstrap estimates of the sampling distribution and the asymptotic variance of these estimators.
Keywords:
Semiparametric estimation, simultaneous equations models, empirical processes, extremum estimators
See CFP: 1042