Pages that link to "Item:Q3792119"
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The following pages link to Root-N-Consistent Semiparametric Regression (Q3792119):
Displayed 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- On estimating firm-level production functions using proxy variables to control for unobservables (Q136062) (← links)
- Two-step series estimation of sample selection models (Q158714) (← links)
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors (Q261905) (← links)
- Testing for cointegration using partially linear models (Q261908) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
- Semiparametric estimation of a panel data proportional hazards model with fixed effects (Q269238) (← links)
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- A semi-parametric estimator for censored selection models with endogeneity (Q274888) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Selection into and across credit contracts: theory and field research (Q278281) (← links)
- A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Censored regression quantiles with endogenous regressors (Q288346) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Randomized experiments from non-random selection in U.S. House elections (Q291079) (← links)
- Nonresponse in dynamic panel data models (Q291712) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients (Q295554) (← links)
- Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
- Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Semi-parametric estimation for the Box-Cox transformation model with partially linear structure (Q362541) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Estimation in semiparametric models with missing data (Q379991) (← links)
- Statistical inference in the partial linear models with the double smoothing local linear regression method (Q393595) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Kernel-based estimation of semiparametric regression in triangular systems (Q433704) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Asymptotics for the distribution function estimators of the errors in semi-parametric regression models (Q488926) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Strategic substitutes or complements? The game of where to fish (Q527913) (← links)
- Functional coefficient regression models with time trend (Q528015) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- Semiparametric and nonparametric estimation of sample selection models under symmetry (Q530983) (← links)