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Econometrics Paper
A method of moments estimator for semiparametric index models Bas Donkers and Marcia M Schafgans
July 2005
Paper No' EM/2005/493:
Read Abstract | Full Paper (pdf)

JEL Classification: C14; C31; C52


Tags: semiparametric estimation; multiple index models; average derivative functionals; generalized methods of moments estimator; rank testing