Pages that link to "Item:Q5475038"

The following pages link to Twicing Kernels and a Small Bias Property of Semiparametric Estimators (Q5475038):

Displaying 23 items.

• Asymptotic normality of quadratic estimators (Q335648) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Introduction to double robust methods for incomplete data (Q1799345) (← links)
• Adaptive Bayesian density estimation with location-scale mixtures (Q1952098) (← links)
• Universal sieve-based strategies for efficient estimation using machine learning tools (Q1983607) (← links)
• Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
• Rejoinder: Models as approximations (Q2194578) (← links)
• Estimation of marginal effects in semiparametric selection models with binary outcomes (Q2343763) (← links)
• Quantile regression with censoring and endogeneity (Q2346027) (← links)
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862) (← links)
• Estimating a class of triangular simultaneous equations models without exclusion restrictions (Q2630158) (← links)
• BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
• BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS (Q2995419) (← links)
• ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q4979938) (← links)
• LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS (Q5118574) (← links)
• PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Neighborhood-based cross fitting approach to treatment effects with high-dimensional data (Q6170545) (← links)
• Locally Robust Semiparametric Estimation (Q6181688) (← links)
• Local regression distribution estimators (Q6199643) (← links)
• Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)
• Editorial: Whitney Newey's contributions to econometrics (Q6199661) (← links)