Nonlinear Models and Estimators

Myoung-jae Lee

Chapter Chapter 4 in Micro-Econometrics, 2008, pp 133-176 from Springer

Abstract: Abstract Nonlinearity can be added to LSE at least in two ways. One is using a nonlinear regression function, and the other is using a loss function other than the squared one. Of particular interest is the absolute deviation loss function, which leads to “least absolute deviation (LAD) estimator” and median regression.

Keywords: Nonlinear Model; Moment Condition; Quantile Regression; Empirical Likelihood; Asymptotic Variance (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/b60971_4

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