Pages that link to "Item:Q288341"

The following pages link to Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341):

Displaying 36 items.

• A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
• Doubly robust difference-in-differences estimators (Q101594) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Some uniform convergence results for kernel estimators (Q382783) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors (Q528062) (← links)
• Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
• An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
• Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
• Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
• SIMEX and standard error estimation in semiparametric measurement error models (Q1951980) (← links)
• Optimal linear instrumental variables approximations (Q2225014) (← links)
• Difference-in-differences with multiple time periods (Q2236892) (← links)
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
• Estimation of panel data partly specified Tobit regression with fixed effects (Q2516306) (← links)
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862) (← links)
• Robust and optimal estimation for partially linear instrumental variables models with partial identification (Q2658750) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS (Q2929842) (← links)
• SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
• NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION (Q4643223) (← links)
• Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
• Two-step series estimation and specification testing of (partially) linear models with generated regressors (Q5040539) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• Comment (Q5406354) (← links)
• ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION (Q5741622) (← links)
• Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
• An equivalence result for moment equations when data are missing at random (Q5880013) (← links)
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900980) (← links)
• Editors' introduction (Q5965815) (← links)
• Using monotonicity restrictions to identify models with partially latent covariates (Q6108283) (← links)
• Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators (Q6108330) (← links)
• Orthogonal statistical learning (Q6136574) (← links)
• Estimation and inference for policy relevant treatment effects (Q6163243) (← links)
• Locally Robust Semiparametric Estimation (Q6181688) (← links)
• Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)