Semiparametric methods in econometrics

zbMath0897.62128MaRDI QIDQ1389388

Joel L. Horowitz

Publication date: 24 June 1998

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

panel datacross sectionexamplessemiparametric methodssingle-index modelstransformation modelsbinary response models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric inference (62G99)

Related Items (63)

Nonparametric estimation of regression functions with both categorical and continuous data ⋮ The added value of new covariates to the Brier score in Cox survival models ⋮ Markov-switching model selection using Kullback-Leibler divergence ⋮ Dynamic discrete choice and dynamic treatment effects ⋮ Identification and information in monotone binary models ⋮ Identification of binary choice models with social interactions ⋮ Semiparametric one-step estimation of a sample selection model with endogenous covariates ⋮ Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Confidence intervals for high-dimensional partially linear single-index models ⋮ Bayesian variants of some classical semiparametric regression techniques ⋮ Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction ⋮ Parameter estimation for a generalized semiparametric model with repeated measurements ⋮ The adaptive LASSO spline estimation of single-index model ⋮ Smoothed maximum score change-point estimation in binary response model ⋮ Generalized additive models for functional data ⋮ Mixture models in econometric duration analysis ⋮ Semi-parametric estimation for the Box-Cox transformation model with partially linear structure ⋮ Effects of measurement error on a class of single-index varying coefficient regression models ⋮ Best subset binary prediction ⋮ Predicting binary outcomes ⋮ Sufficient dimension reduction and prediction in regression: asymptotic results ⋮ Conditional regression for single-index models ⋮ IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL ⋮ Robust estimation and selection for single-index regression model ⋮ Semiparametric Efficiency in Convexity Constrained Single-Index Model ⋮ Time-varying unobserved heterogeneity in earnings shocks ⋮ Local consistency of the iterative least-squares estimator for the semiparametric binary choice model ⋮ A modified net reclassification improvement statistic ⋮ Maximum score estimation of a nonstationary binary choice model ⋮ GTL regression: a linear model with skewed and thick-tailed disturbances ⋮ Inference on an extended Roy model, with an application to schooling decisions in France ⋮ Adaptive estimation in the single-index model via oracle approach ⋮ Deconvolution kernel estimator for mean transformation with ordinary smooth error. ⋮ Binary choice models with discrete regressors: identification and misspecification ⋮ Adaptive estimation under single-index constraint in a regression model ⋮ Using semi-parametric methods in an analysis of earnings mobility ⋮ Constrained regression model selection ⋮ Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class ⋮ Isotonic single-index model for high-dimensional database marketing ⋮ CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR ⋮ Partially linear single index models for repeated measurements ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Estimation of the error density in a semiparametric transformation model ⋮ Testing linearity in semi-parametric functional data analysis ⋮ Estimation and testing for partially linear single-index models ⋮ Semiparametric Regression Models with Applications to Scoring: A Review ⋮ Semiparametric estimation of the link function in binary-choice single-index models ⋮ Single-index quantile regression ⋮ Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring ⋮ Efficient estimation in single index models through smoothing splines ⋮ ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA ⋮ A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation ⋮ Statistical inference for a single-index varying coefficient model with measurement errors in all covariates ⋮ GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES ⋮ LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION ⋮ Identification of semiparametric model coefficients, with an application to collective households ⋮ Rank estimation of a location parameter in the binary choice model ⋮ Semiparametric methods in applied econometrics: do the models fit the data? ⋮ Statistical inferences for single-index models with measurement errors ⋮ Inference in semiparametric binary response models with interval data ⋮ Simultaneous confidence bands and global inferences for extended partially linear single-index models ⋮ Parallel distributed kernel estimation ⋮ Identification and estimation in a correlated random coefficients binary response model

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