Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
From MaRDI portal
Publication:2512612
DOI10.1016/j.jeconom.2013.06.004zbMath1293.62106MaRDI QIDQ2512612
Juan Carlos Escanciano, Arthur Lewbel, David T. Jacho-Chávez
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.06.004
semiparametric regression; nonparametric residuals; empirical process theory; sample selection models; limited dependent variables; semiparametric residuals; uniform-in-bandwidth
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE, ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY, A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS, PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY, Semiparametric estimation of moment condition models with weakly dependent data, Nonparametric regression with nonparametrically generated covariates, A simple root-\(N\)-consistent semiparametric estimator for discrete duration models, Testing for monotonicity under endogeneity: an application to the reservation wage function, Asymptotic distribution-free tests for semiparametric regressions with dependent data, Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables, Efficient propensity score regression estimators of multivalued treatment effects for the treated, Two-step semiparametric empirical likelihood inference, Semiparametric quasi maximum likelihood estimation of the fractional response model, Semiparametric \(M\)-estimation with non-smooth criterion functions, Estimation of marginal effects in semiparametric selection models with binary outcomes, Specification analysis of linear quantile models, Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
Cites Work
- Unnamed Item
- Unnamed Item
- Endogenous selection or treatment model estimation
- Nonparametric regression with nonparametrically generated covariates
- Testing single-index restrictions with a focus on average derivatives
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Sharper bounds for Gaussian and empirical processes
- Significance testing in nonparametric regression based on the bootstrap.
- Weak convergence and empirical processes. With applications to statistics
- Estimation of marginal effects in semiparametric selection models with binary outcomes
- A central limit theorem for two-sample U-processes
- Uniform in bandwidth consistency of kernel-type function estimators
- Semiparametric estimation of binary response models with endogenous regressors
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
- Non-parametric Estimation of the Residual Distribution
- Asymptotic Variance of Semiparametric Estimators With Generated Regressors
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
- A note on non-parametric estimation with predicted variables
- On the Cost of Partial Observability in the Bivariate Probit Model
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
- Matching As An Econometric Evaluation Estimator
- Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
- Sample Selection Bias as a Specification Error
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- The Asymptotic Variance of Semiparametric Estimators
- Nonparametric Estimation of Sample Selection Models
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Identification and estimation of semiparametric two-step models
- Endogeneity in Semiparametric Binary Response Models
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
- An Efficient Semiparametric Estimator for Binary Response Models
- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
- Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
- The Dynamics of Productivity in the Telecommunications Equipment Industry