Pages that link to "Item:Q2516315"

The following pages link to Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315):

Displaying 38 items.

• Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
• Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
• Series estimation under cross-sectional dependence (Q894633) (← links)
• Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
• Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Nonparametric regression with selectively missing covariates (Q2024472) (← links)
• Geometrical smeariness -- a new phenomenon of Fréchet means (Q2073211) (← links)
• Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
• Bounds on the conditional and average treatment effect with unobserved confounding factors (Q2105186) (← links)
• Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect (Q2155293) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• When will the Covid-19 pandemic peak? (Q2224906) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
• Penalized spline estimation in the partially linear model (Q2374410) (← links)
• Varying random coefficient models (Q2658751) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• ON THE CALCULATION OF RISK MEASURES USING LEAST-SQUARES MONTE CARLO (Q2986664) (← links)
• Specification testing in random coefficient models (Q4625073) (← links)
• INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
• (Q5053326) (← links)
• ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
• Series estimation for single‐index models under constraints (Q5117660) (← links)
• SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION (Q5118573) (← links)
• Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve With High-Dimensional Covariates (Q5857150) (← links)
• Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
• A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)
• Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)
• Treatment effect models with strategic interaction in treatment decisions (Q6054401) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Testing nonparametric shape restrictions (Q6183865) (← links)
• Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
• Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)