Supplements to "Directionally Differentiable Econometric Models"

Jin Seo Cho () and Halbert White

No 2017rwp-103a, Working papers from Yonsei University, Yonsei Economics Research Institute

Abstract: We illustrate analyzing directionally differentiable econometric models and provide technical details which are not included in Cho and White (2017).

Keywords: directionally differentiable quasi-likelihood function; Gaussian stochastic process; quasilikelihood ratio test; Wald test; and Lagrange multiplier test statistics; stochastic frontier production function; GMM estimation; Box-Cox transform. (search for similar items in EconPapers)
JEL-codes: C12 C13 C22 C32 (search for similar items in EconPapers)
Pages: 21pages
Date: 2017-04
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (3)

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