Annals journal of econometrics: Nonlinear and nonparametric methods in econometrics

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.