Schafgans, M.

model 0.000 parameter index assumption estimate moment estimator function number kernel matrix condition restriction estimation indices order result moment conditions distribution sample 1.000 semiparametric equation stoker table multinomial choice model ~ x i variance theory derivative bandwidth order kernel parameter estimates testing method statistic procedure exchange functional column value tail index return nonparametric robin smith element choice vector lemma exclusion exclusion restrictions variable journal index models proof section aop g cragg multinomial donald identification dimension -1/2 product semiparametric index models limit interest uq mae hn covariance matrix gradient index model identi...cation powell regression gmm framework n -1/2 exchange rates root n