Pages that link to "Item:Q2628862"
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The following pages link to Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862):
Displayed 50 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)
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY (Q4629566) (← links)
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
- Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
- A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900981) (← 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)