A root-n consistent semiparametric estimator for related-effect binary response panel data

Article Abstract:

Regressor vector is unit-specific term which is possibly related to an error term across i and t. A semiparametric estimator that is root-n consistent is suggested to analyze related-effect binary response panel data. The consistency of the root-n consistent parametric estimator is easily introduced and its consistency proven. Variables such as time-variants should not be restricted, since there is not much change with restrictive and independent with unconcerned econometrics.

Analysis, Demand functions (Economics), Demand functions

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On the differential geometry of the Wald test with nonlinear restrictions

Article Abstract:

The effectivity of the Wald statistic to algebraically equivalent reformulations was improved with the incorporation of some concepts in differential geometry that helped the model with its ability to handle the finite sample lack of invariance. The geometric approach allowed the Wald statistic to do an alternative invariant test that uses the calculation of geodesic distances in curved manifolds, allowing the model to account for nonlinear restrictions.

Usage, Economic research, Geometry, Differential, Differential geometry

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Sieve extremum estimates for weakly dependent data

Article Abstract:

The theorems on root-n asymptotic normality of plug-in sieve estimates and on the convergence rate of sieve extremum estimates are beneficial for non-semi/parametric time series models with economic limitations. The normality result may apply to any plug-in sieve estimates of time series models. The main theorems can also be employed in non/semiparametric time series models with economic constraints.

Nonparametric statistics, Asymptotic distribution (Probability theory), Sieves (Mathematics)

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