Semiparametric Maximum Likelihood Estimation of Nonlinear Regression Models and Monte Carlo Evidence

Jian Yang
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Jian Yang: University of Western Ontario, https://economics.uwo.ca/
Authors registered in the RePEc Author Service: Andres Erosa and Ricardo de Oliveira Cavalcanti

No 9713, University of Western Ontario, Departmental Research Report Series from University of Western Ontario, Department of Economics

Abstract: This paper studies adaptive estimation of nonlinear regression models with i.i.d. error terms . Previously in the literature, the adaptive maximum likelihood (AMLE) has been proposed only when the densities of the error terms are assumed to be symmetric.

Keywords: REGRESSION ANALYSIS; EVALUATION (search for similar items in EconPapers)
JEL-codes: C81 C82 (search for similar items in EconPapers)
Date: 1997
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