A MODIFIED AVERAGE DERIVATIVES ESTIMATOR

DOI10.1081/ETC-100104083MaRDI QIDQ4406239zbMATH OpenFDO

Authors Chunrong Ai

Publication date 25 June 2003

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/ETC-100104083

zbMATH Keywords

average derivatives estimatorfunctional dependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Semiparametric Maximum Likelihood Estimator
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
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• scientific article; zbMATH DE number 88830 (Why is no real title available?)
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Semiparametric Estimation of Index Coefficients
• Sliced Inverse Regression for Dimension Reduction

Cited in

(4)

• A rough SABR formula
• Efficiency of Weighted Average Derivative Estimators and Index Models
• scientific article; zbMATH DE number 17211 (Why is no real title available?)
• Multivariate local polynomial regression for estimating average derivatives

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