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Abstract Details

Activity Number: 87
Type: Contributed
Date/Time: Sunday, August 1, 2010 : 4:00 PM to 5:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #306861
Title: On the Statistic Properties of Proposed Non-parametric Estimators for Asymmetric Information and Separability Restriction
Author(s): Takaaki Aoki*+
Companies: State University of New York at Buffalo
Address: 60, Minamikyoubate-chou, Nara, 630-8141, Japan
Keywords: Nonparametric regression methods ; Separability restriction tests ; Asymmetric information tests
Abstract:

This paper quantitatively summarizes some primary statistic properties of two estimators using non-parametric regression methods, tests for asymmetric information and separability restriction, which I proposed in other separate papers, Aoki (2005, 2008 and 2009). In the next stage we are going to derive out asymptotic distributions, convergence rates, as well as some robustness checks in typical examples. These presented properties are expected to support the qualitative characteristics shown there.


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