The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058): Difference between revisions

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-Xiaohong Chen
@@ Property / author: Xiaohong Chen / rank @@
-Normal rank
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+Xiaohong Chen
@@ Property / author: Xiaohong Chen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714768
@@ Property / zbMATH DE Number: 6714768 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sequential moment models
@@ Property / zbMATH Keywords: sequential moment models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric efficiency bounds
@@ Property / zbMATH Keywords: semiparametric efficiency bounds / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimally weighted orthogonalized sieve
@@ Property / zbMATH Keywords: optimally weighted orthogonalized sieve / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimum distance
@@ Property / zbMATH Keywords: minimum distance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric IV regression
@@ Property / zbMATH Keywords: nonparametric IV regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weighted average derivatives
@@ Property / zbMATH Keywords: weighted average derivatives / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partially linear quantile IV
@@ Property / zbMATH Keywords: partially linear quantile IV / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2152001792
@@ Property / OpenAlex ID: W2152001792 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
+Normal rank
@@ Property / cites work @@
+Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
+Normal rank
@@ Property / cites work @@
+On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
+Normal rank
@@ Property / cites work @@
+Information and asymptotic efficiency in parametric-nonparametric models
+Normal rank
@@ Property / cites work @@
+Q4277836
@@ Property / cites work: Q4277836 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
+Normal rank
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+Efficient Semiparametric Estimation of Expectations
+Normal rank
@@ Property / cites work @@
+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
+Normal rank
@@ Property / cites work @@
+Efficiency Bounds for Semiparametric Regression
@@ Property / cites work: Efficiency Bounds for Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency in estimation with conditional moment restrictions
+Normal rank
@@ Property / cites work @@
+Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
+Normal rank
@@ Property / cites work @@
+An MCMC approach to classical estimation.
@@ Property / cites work: An MCMC approach to classical estimation. / rank @@
+Normal rank
@@ Property / cites work @@
+Instrumental variable estimation of nonseparable models
+Normal rank
@@ Property / cites work @@
+Nonparametric Instrumental Regression
@@ Property / cites work: Nonparametric Instrumental Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood estimation and consistent tests with conditional moment restrictions
+Normal rank
@@ Property / cites work @@
+Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
+Normal rank
@@ Property / cites work @@
+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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+Efficient estimation of panel data models with sequential moment restrictions
+Normal rank
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+Nonparametric methods for inference in the presence of instrumental variables
+Normal rank
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+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
+Normal rank
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
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+Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+Efficient Semiparametric Estimation via Moment Restrictions
+Normal rank
@@ Property / cites work @@
+Semiparametric efficiency bounds
@@ Property / cites work: Semiparametric efficiency bounds / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates and asymptotic normality for series estimators
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@@ Property / cites work @@
+Instrumental Variable Estimation of Nonparametric Models
+Normal rank
@@ Property / cites work @@
+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
+Normal rank
@@ Property / cites work @@
+Efficiency of Weighted Average Derivative Estimators and Index Models
+Normal rank
@@ Property / cites work @@
+EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS
+Normal rank
@@ Property / cites work @@
+Smoothness adaptive average derivative estimation
@@ Property / cites work: Smoothness adaptive average derivative estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3239659
@@ Property / cites work: Q3239659 / rank @@
+Normal rank
@@ Property / cites work @@
+On differentiable functionals
@@ Property / cites work: On differentiable functionals / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:528058