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The idea is to replace the consumer's indirect utility function with a truncated series expansion and then use a parametric procedure, such as nonlinear multivariate regression, to set a confidence interval on an elasticity. More recently, SNP estimators have been used in nonlinear time series analysis. A truncated Hermite expansion with an ARCH leading term is used as the conditional density of the process. The method of maximum likelihood is used to fit it to data.<\/jats:p>","DOI":"10.1017\/s0266466600004497","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:43:37Z","timestamp":1236699817000},"page":"307-340","source":"Crossref","is-referenced-by-count":64,"title":["Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality"],"prefix":"10.1017","volume":"7","author":[{"given":"Brian J.","family":"Eastwood","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"A. 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