A local generalized method of moments estimator

DOI10.1016/j.econlet.2006.08.011zbMath1255.62093MaRDI QIDQ1929821

Arthur Lewbel

Publication date: 9 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.08.011

zbMATH Keywords

conditional moments; semiparametric estimation; nonparametric estimation

Mathematics Subject Classification ID

62G07: Density estimation

62G05: Nonparametric estimation

Related Items

Local GMM estimation of time series models with conditional moment restrictions, Generalized random forests, Nonparametric identification of a binary random factor in cross section data, Identifying the effect of a mis-classified, binary, endogenous regressor, Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments, Inference of local regression in the presence of nuisance parameters, A Class of Improved Parametrically Guided Nonparametric Regression Estimators

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Empirical likelihood estimation and consistent tests with conditional moment restrictions
• Local nonlinear least squares: using parametric information in nonparametric regression
• GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
• Estimation of Average Treatment Effects with Misclassification
• Instrumental Variable Estimation of Nonparametric Models
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Econometrics