Efficiency Bounds for Semiparametric Regression
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conditional expectationconditional moment restrictionsconditional momentscovariatesefficiency boundsfinite-dimensional method- of-moments frameworkFisher information matrixinstrumental-variables estimatorlinear functionalsmultinomial approximationmultinomial distributionpanel datarandom coefficientsrandom coefficients modelregression functionsample selectionsemiparametric regressionvariational characterization
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Cited in
(only showing first 100 items - show all)- Semiparametric additive isotonic regression
- An analytic method for randomized trials with informative censoring. II
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- Efficiency bounds for some semiparametric selection models
- Panel data analysis with heterogeneous dynamics
- Distribution-free estimation of some nonlinear panel data models
- A semiparametric efficiency bound of a disequilibrium model without observed regime
- A random linear functional approach to efficiency bounds
- Estimation of some partially specified nonlinear models
- Semiparametric-efficient estimation of AR(1) panel data models.
- Testing conditional moment restrictions
- Score-driven dynamic patent count panel data models
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
- Efficient estimation of a semiparametric partially linear varying coefficient model
- A quantile correlated random coefficients panel data model
- Semiparametric efficiency bounds for high-dimensional models
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- Asymptotic efficiency in estimation with conditional moment restrictions
- Semiparametric instrumental variables estimation
- The efficiency of the second-order nonlinear least squares estimator and its extension
- Efficient parameter estimation in regression with missing responses
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
- Feedback in panel data models
- Semiparametrically efficient estimation of the average linear regression function
- Estimation of heterogeneous panels with systematic slope variations
- Pivotal estimation via square-root lasso in nonparametric regression
- Estimation of a partially linear additive model with generated covariates
- Local semi-parametric efficiency of the Poisson fixed effects estimator
- Broken or fixed effects?
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- The triangular model with random coefficients
- Semiparametrically efficient estimation of constrained Euclidean parameters
- Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
- On the root-n-consistent semiparametric estimation of partially linear models
- Efficient estimation of partially linear varying coefficient models
- Kernel estimation of a partially linear additive model
- Estimation of a panel data model with parametric temporal variation in individual effects
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Local semiparametric efficiency bounds under shape restrictions
- Asymptotic properties of Monte Carlo estimators of diffusion processes
- Averaging of an increasing number of moment condition estimators
- Identification and information in monotone binary models
- Some uniform consistency results in the partially linear additive model components estimation
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- Nonparametric estimation and testing of fixed effects panel data models
- Quantile regression estimation of partially linear additive models
- Efficiency bounds for missing data models with semiparametric restrictions
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
- Semiparametric efficiency bounds
- Semiparametric efficiency bound in time-series models for conditional quantiles
- A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
- Root-n-consistent estimation of partially linear time series models
- Estimating partially linear panel data models with one-way error components
- Panel data models with multiple time-varying individual effects
- Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
- Semiparametric estimation of separable models with possibly limited dependent variables
- Efficient semiparametric estimation in time-varying regression models
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- Correcting for non-compliance in randomized trials using structural nested mean models
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests
- Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
- Semiparametric and nonparametric estimation of sample selection models under symmetry
- Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
- Semiparametric Efficient Distribution Free Estimation of Panel Models
- Efficient Semiparametric Estimation via Moment Restrictions
- Testing for distributional features in varying coefficient panel data models
- Identification and estimation in a linear correlated random coefficients model with censoring
- Efficiency bounds for semiparametric models with singular score functions
- Efficient estimation with many weak instruments using regularization techniques
- GMM estimation of linear panel data models with time-varying individual effects
- A simplified approach to computing efficiency bounds in semiparametric models
- Editors' introduction
- Efficient estimation of a triangular system of equations for quantile regression
- Statistical inference in partially time-varying coefficient models
- Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding
- A correlated random coefficient panel model with time-varying endogeneity
- Semiparametric Estimation of First-Price Auction Models
- Asymptotic normality for the wavelet partially linear additive model components estimation
- A method of moments approach to asymptotically unbiased synthetic controls
- Parametrization, prior independence, and the semiparametric Bernstein-von Mises theorem for the partially linear model
- A projection-based approach for interactive fixed effects panel data models
- Design-based identification with formula instruments: a review
- Causal models for longitudinal and panel data: a survey
- Doubly robust proximal synthetic controls
- Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey
- Some developments in semiparametric statistics
- Latent factor analysis in short panels
- Set identification via quantile restrictions in short panels
- Statistical inference on regression with spatial dependence
- Achieving information bounds in non and semiparametric models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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