Double kernel nonparametric estimation in semlparametric econometric models

DOI10.1080/10485250108832882MaRDI QIDQ4551600zbMATH OpenOpenAlexWikidataFDO

Authors Boping Yan, Thanasis Stengos

Publication date 8 October 2002

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250108832882

zbMATH Keywords

semiparametric regressiondouble kernel estimation

Mathematics Subject Classification ID

Density estimation (62G07) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Nonparametric Estimation of Models with Generated Regressors
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
• On the root-n-consistent semiparametric estimation of partially linear models
• Root-N-Consistent Semiparametric Regression
• Semiparametric Estimation of Index Coefficients
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Two Stage and Related Estimators and Their Applications

Cited in

(8)

• ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
• Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
• On uniform consistency of nonparametric estimators smoothed by the gamma kernel
• scientific article; zbMATH DE number 5119186 (Why is no real title available?)
• A note on non-parametric estimation with predicted variables
• Kernel-based estimation of semiparametric regression in triangular systems
• Yet another look at the omitted variable bias
• Two-step series estimation and specification testing of (partially) linear models with generated regressors

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