Pages that link to "Item:Q2628862"

The following pages link to Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862):

Displaying 48 items.

• Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables (Q527929) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
• Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
• Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
• Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
• Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
• Bootstrap confidence sets under model misspecification (Q892253) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
• A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• GMM quantile regression (Q2172015) (← links)
• Optimal linear instrumental variables approximations (Q2225014) (← links)
• Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
• Semiparametric \(M\)-estimation with non-smooth criterion functions (Q2304258) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
• Smoothed GMM for quantile models (Q2330749) (← links)
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
• Extremum estimation and numerical derivatives (Q2354853) (← links)
• Examples of \(L^2\)-complete and boundedly-complete distributions (Q2398615) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter (Q2451771) (← links)
• Nonparametric identification in panels using quantiles (Q2516311) (← links)
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← links)
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability (Q2630202) (← links)
• Robust and optimal estimation for partially linear instrumental variables models with partial identification (Q2658750) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
• SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES (Q2826007) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION (Q2909247) (← links)
• Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables (Q2965541) (← links)
• SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
• Discussion: Nonparametric estimation of noisy integral equations of the second kind (Q5971294) (← links)
• Efficient estimation of a triangular system of equations for quantile regression (Q6047330) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• Orthogonal statistical learning (Q6136574) (← links)
• Identification and estimation of sequential games of incomplete information with multiple equilibria (Q6152626) (← links)
• Identification of multi-valued treatment effects with unobserved heterogeneity (Q6193017) (← links)