A note on non-parametric estimation with predicted variables
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Cites work
- Density and hazard estimation in censored regression models
- Double kernel nonparametric estimation in semlparametric econometric models
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- Efficient Instrumental Variables Estimation of Nonlinear Models
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Micro-Level Estimation of Poverty and Inequality
- Multivariate locally weighted least squares regression
- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- Nonparametric Estimation of Models with Generated Regressors
- Nonparametric Estimation of Sample Selection Models
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions
- Nonparametric statistics for stochastic processes
Cited in
(13)- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Semiparametric models with single-index nuisance parameters
- Estimation of stochastic volatility models by nonparametric filtering
- Semiparametric estimation with generated covariates
- Nonparametric long term prediction of stock returns with generated bond yields
- scientific article; zbMATH DE number 1301721 (Why is no real title available?)
- Nonparametric regression with nonparametrically generated covariates
- Varying coefficient models revisited: an econometric view
- Comments on: A review on empirical likelihood methods for regression
- An instrumental variable approach under dependent censoring
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
- A misspecification test for multiplicative error models of non-negative time series processes
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
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