Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.jeconom.2009.10.023
Title: Annals journal of econometrics: Nonlinear and nonparametric methods in econometrics
Authors: Chen, S. 
Li, Q.
Issue Date: Jul-2010
Citation: Chen, S., Li, Q. (2010-07). Annals journal of econometrics: Nonlinear and nonparametric methods in econometrics. Journal of Econometrics 157 (1) : 3-5. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2009.10.023
Abstract: Some of the research papers presented at an national conference held in 2005 in Beijing that was themed 'Nonlinear and Nonparametric Methods in Econometrics' are discussed. Su and Jin's paper, 'Profile quasi-maximum likelihood estimation of spatial autoregressive models', proposes estimating a partially linear spatial autoregressive model using a quasi-maximum likelihood estimation method. Kelejian and Prucha's paper, 'Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances', considers the problem of estimating a spatial model containing spatial lags in the dependent variables, exogenous variables and the disturbance terms. Chen, Fan, Pouzo and Ying's paper, 'Estimation and model selection of semiparametric multivariate survival functions under general censorship', considers estimation and model selection of semiparametric multivariate survival functions with censored data.
Source Title: Journal of Econometrics
URI: http://scholarbank.nus.edu.sg/handle/10635/128586
ISSN: 03044076
DOI: 10.1016/j.jeconom.2009.10.023
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

18
checked on Jul 26, 2018

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.