06-058/4 - Semiparametric Regression with Kernel Error Model

• Authors
  Ao Yuan, Howard University; Jan G. De Gooijer, Faculty of Economics and Econometrics, Universiteit van Amsterdam
• Publication date
  July 5, 2006

• Keywords
  information bound; kernel density estimator; maximum likelihood estimate; nonlinear regression; semiparametric model; U-statistic; Wilks property
• JEL
  C14