A note on non-parametric estimation with predicted variables

DOI10.1111/J.1368-423X.2009.00291.XzbMath1206.62064OpenAlexW2086707534MaRDI QIDQ3161683

Stefan Sperlich

Publication date: 15 October 2010

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00291.x

zbMATH Keywords

generated regressorsconstructed variablesnonparametric instrumentsnonparametric plug-in methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (11)

Varying Coefficient Models Revisited: An Econometric View ⋮ Nonparametric long term prediction of stock returns with generated bond yields ⋮ A misspecification test for multiplicative error models of non-negative time series processes ⋮ Comments on: A review on empirical likelihood methods for regression ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES ⋮ Nonparametric regression with nonparametrically generated covariates ⋮ Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing ⋮ Semiparametric models with single-index nuisance parameters ⋮ Modeling heterogeneity: a praise for varying-coefficient models in causal analysis ⋮ ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING

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• Micro-Level Estimation of Poverty and Inequality

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