Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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Cited in
(only showing first 100 items - show all)- Semiparametric estimation of random coefficients in structural economic models
- Threshold regression with endogeneity
- Sieve BLP: a semi-nonparametric model of demand for differentiated products
- Semiparametric inference based on adaptively collected data
- Universal sieve-based strategies for efficient estimation using machine learning tools
- Testing for monotonicity in unobservables under unconfoundedness
- Inference in panel data models under attrition caused by unobservables
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- A flexible instrumental variable approach
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Nonparametric identification using instrumental variables: sufficient conditions for completeness
- Iterative GMM for partially linear single-index models with partly endogenous regressors
- Extremal quantile treatment effects
- scientific article; zbMATH DE number 13593 (Why is no real title available?)
- Nonparametric estimation of dynamic panel models with fixed effects
- Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
- Orthogonal statistical learning
- Threshold effect in varying coefficient models with unknown heteroskedasticity
- Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding
- Semiparametric Proximal Causal Inference
- Functional coefficient instrumental variables models
- On efficient estimation of the ordered response model
- Editors' introduction
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Survival Analysis via Ordinary Differential Equations
- Double Negative Control Inference in Test-Negative Design Studies of Vaccine Effectiveness
- Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials
- Semiparametric estimation in triangular system equations with nonstationarity
- Consistent estimation with many moment inequalities
- Identification and identification failure for treatment effects using structural systems
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- Estimating candidate valence
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- A model-free consistent test for structural change in regression possibly with endogeneity
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Ill-posed estimation in high-dimensional models with instrumental variables
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Identification and estimation of sequential games of incomplete information with multiple equilibria
- High dimensional semiparametric moment restriction models
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- A practical guide to compact infinite dimensional parameter spaces
- Identification strength with a large number of moments
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- An introduction to proximal causal inference
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Endogeneity in high dimensions
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
- SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
- Nonparametric Causal Effects Based on Longitudinal Modified Treatment Policies
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Estimation of partially specified spatial panel data models with random-effects
- Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
- Kernel-based estimation of semiparametric regression in triangular systems
- A local generalized method of moments estimator
- Semiparametric efficiency in GMM models with auxiliary data
- Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
- Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Semiparametric GMM estimation of spatial autoregressive models
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- A neural network demand system with heteroskedastic errors
- Control functions in nonseparable simultaneous equations models
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- A simple iterative Z-estimator for semiparametric models
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Solving Euler equations via two-stage nonparametric penalized splines
- Efficient estimation of a triangular system of equations for quantile regression
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
- Nonparametric estimation of semiparametric transformation models
- Optimal linear instrumental variables approximations
- An equivalence result for moment equations when data are missing at random
- Efficient estimation in dynamic conditional quantile models
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- A correlated random coefficient panel model with time-varying endogeneity
- Nonparametric identification of discrete choice models with lagged dependent variables
- Varying random coefficient models
- Estimating production functions with control functions when capital is measured with error
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data
- Posterior consistency of nonparametric conditional moment restricted models
- Partly linear instrumental variables regressions without smoothing on the instruments
- Testing a class of semi- or nonparametric conditional moment restriction models using series methods
- Specification testing in nonparametric instrumental variable estimation
- An alternative root-\(n\) consistent estimator for panel data binary choice models
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- A new class of asymptotically efficient estimators for moment condition models
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
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