计量经济学 半参数计量经济学方法PDF电子书下载

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Acknowledgments 1

前言 1

1.A Modified Average Derivatives Estimator 1

2.Estimation of Some Partially Specified Nonlinear Models,Journal of Econometrics,76:1—37,1997 19

3.An Improved Estimator for Models with Randomly Missing Data,Nonparametric Statistics,7:331—347,1997 56

4.A Semiparametric Efficiency Bound of a Disequilibrium Model without Observed Regime,Journal of Econometrics,62:143—163,1994 73

5.A Semiparametric Maximum Likelihood Estimator,Econometrica,65(4):933—963,1997 94

6.Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 125

7.Sieve Extremum Estimators for Weakly Dependent Data,Econometrica,66(2):289—314,1998 164

8.Consistent Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series,Journal of Econometrics,91:373—401,1999 190

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