Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

From MaRDI portal
Revision as of 03:48, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2512612

DOI10.1016/j.jeconom.2013.06.004zbMath1293.62106OpenAlexW2197649960MaRDI 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




Related Items (24)

Consistent model specification tests based on \(k\)-nearest-neighbor estimation methodESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIASNONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCEAsymptotic distribution-free tests for semiparametric regressions with dependent dataNONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVETwo-step semiparametric empirical likelihood inferenceTesting for monotonicity under endogeneity: an application to the reservation wage functionSEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATESNonparametric regression with nonparametrically generated covariatesA simple root-\(N\)-consistent semiparametric estimator for discrete duration modelsESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITYA SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELSIdentification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variablesEfficient propensity score regression estimators of multivalued treatment effects for the treatedSpecification analysis of linear quantile modelsSemiparametric quasi maximum likelihood estimation of the fractional response modelSemiparametric \(M\)-estimation with non-smooth criterion functionsPROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLYTesting subspace restrictions in the presence of high dimensional nuisance parametersNONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATIONStandard Errors for Nonparametric RegressionEstimation of marginal effects in semiparametric selection models with binary outcomesA Simple Data-Driven Estimator for the Semiparametric Sample Selection ModelSemiparametric estimation of moment condition models with weakly dependent data




Cites Work




This page was built for publication: Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing