A partially linear kernel estimator for categorical data

DOI10.1080/07474938.2014.956613MaRDI QIDQ5863568zbMATH OpenOpenAlexFDO

Authors Qi Gao, Long Liu, Jeffrey S. Racine

Publication date 3 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2014.956613

zbMATH Keywords

cross-validationkernel methodnonparametric regressionpartially linear modelsemiparametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

• Direct estimation of low-dimensional components in additive models.
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Martingale Central Limit Theorems
• Multivariate binary discrimination by the kernel method
• Nonparametric and Semiparametric Estimation with Discrete Regressors
• Nonparametric econometrics. Theory and practice.
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
• Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
• On the root-n-consistent semiparametric estimation of partially linear models
• Root-n-consistent estimation of partially linear time series models
• Root-N-Consistent Semiparametric Regression
• Testing for cointegration using partially linear models

Cited in

(5)

• A note on using ratio variables in regression analysis
• Kernel-based linear classification on categorical data
• Functional coefficient estimation with both categorical and continuous data
• Semiparametric Bayesian networks for continuous data
• The Special Issue in Honor of Aman Ullah: An Overview

Describes a project that uses

Uses Software

• R
• np

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