CFDP 1288

Weighted Minimum Mean-Square Distance from Independence Estimation


Publication Date: January 2001

Pages: 31


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.


Semiparametric estimation, simultaneous equations models, empirical processes, extremum estimators

See CFP: 1042