The Semiparametric Normal Variance-Mean Mixture Model

L. Korsholm

Working Papers from Centre for Labour Market and Social Research, Danmark-

Abstract: We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimator in this case, and construction of an asymptotically normal and efficient estimator.

Keywords: EVALUATION; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C10 C14 (search for similar items in EconPapers)
Pages: 33 pages
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:fth:clmsre:97-17

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