Please use this identifier to cite or link to this item:
|Title:||Annals journal of econometrics: Nonlinear and nonparametric methods in econometrics|
|Authors:||Chen, S. |
|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|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on May 24, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.