This is a preview. Log in through your library . Abstract We study the asymptotic properties of bridge estimators in sparse, high-dimensional, linear regression models when the number of covariates ...
In econometrics, seminonparametric (SNP) estimators originated in the consumer demand literature. The Fourier flexible form is a well-known example. The idea is to replace the consumer's indirect ...
There are two methods of computing confidence intervals for the regression parameters. One is based on the profile likelihood function, and the other is based on the asymptotic normality of the ...