Pages that link to "Item:Q3792119"
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The following pages link to Root-N-Consistent Semiparametric Regression (Q3792119):
Displayed 50 items.
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis (Q1023611) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- Optimal bandwidth choice for density-weighted averages (Q1126477) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models (Q1129459) (← links)
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations (Q1209890) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism (Q1260680) (← links)
- On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
- An elementary nonparametric differencing test of equality of regression functions (Q1285732) (← links)
- A matrix extension of the Cauchy-Schwarz inequality (Q1285810) (← links)
- Consistency of two-step sample selection estimators despite misspecification of distribution (Q1292437) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable (Q1298464) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules (Q1318975) (← links)
- Nonparametric estimation of joint discrete-continuous probability densities with applications (Q1338379) (← links)
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models (Q1341182) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
- Estimation of the autocorrelation coefficient in the presence of a regression trend (Q1341371) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Two-step estimation of heteroskedastic sample selection models (Q1343375) (← links)
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
- Semiparametric approximation methods in multivariate model selection (Q1347855) (← links)
- A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators (Q1350855) (← links)
- Semiparametric inference in a partial linear model (Q1355178) (← links)
- The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations (Q1362016) (← links)
- Estimation of some partially specified nonlinear models (Q1362023) (← links)
- On parameter estimation for semi-linear errors-in-variables models (Q1383909) (← links)
- An elementary estimator of the partial linear model (Q1389410) (← links)
- Conditional independence in sample selection models (Q1391365) (← links)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
- Robust estimators in semiparametric partly linear regression models. (Q1429888) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables (Q1580343) (← links)
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach. (Q1605433) (← links)
- Dealing with bottled water expenditures data with zero observations: A semiparametric specification (Q1606421) (← links)
- Reconsidering the labeling effect for child benefits: Evidence from a transition economy (Q1608821) (← links)