Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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Cited in
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- Regularizing double machine learning in partially linear endogenous models
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- Nonparametric estimation in case of endogenous selection
- Additive nonparametric instrumental regressions: a guide to implementation
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Threshold regression with endogeneity
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- Efficient estimation of a semiparametric partially linear varying coefficient model
- A local generalized method of moments estimator
- Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
- Universal sieve-based strategies for efficient estimation using machine learning tools
- Extremal quantile treatment effects
- A model-free consistent test for structural change in regression possibly with endogeneity
- Estimation of partially specified spatial panel data models with random-effects
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Solving Euler equations via two-stage nonparametric penalized splines
- Semiparametric estimation of dynamic discrete choice models
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
- Identification of semiparametric model coefficients, with an application to collective households
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
- Estimating multinomial choice models with unobserved choice sets
- Editorial: Introduction to the annals issue in honor of Gary Chamberlain
- Estimation and inference of semiparametric models using data from several sources
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- Inference on conditional moment restriction models with generated variables
- Trinity tests of functions for conditional moment models
- Optimal linear instrumental variables approximations
- Ill-posed estimation in high-dimensional models with instrumental variables
- Difference-in-differences with multiple time periods
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Robust estimation with many instruments
- Nonparametric identification of discrete choice models with lagged dependent variables
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Statistical inference of partially specified spatial autoregressive model
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Extremum estimation and numerical derivatives
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Injectivity of a class of integral operators with compactly supported kernels
- Regression discontinuity design with continuous measurement error in the running variable
- Semiparametric efficiency in GMM models with auxiliary data
- Penalized empirical likelihood estimation of semiparametric models
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Semiparametric estimation in triangular system equations with nonstationarity
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
- Endogeneity in high dimensions
- Consistent estimation with many moment inequalities
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Estimation of panel data partly specified Tobit regression with fixed effects
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Estimating production functions with control functions when capital is measured with error
- Robust and optimal estimation for partially linear instrumental variables models with partial identification
- Varying random coefficient models
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market
- High dimensional semiparametric moment restriction models
- Quasi score-driven models
- Functional coefficient instrumental variables models
- On efficient estimation of the ordered response model
- Regularizing priors for linear inverse problems
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Semiparametric quasi-likelihood estimation with missing data
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- Estimation for Partially Linear Single-index Instrumental Variables Models
- Testing for monotonicity in unobservables under unconfoundedness
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Nonparametric estimation of dynamic panel models with fixed effects
- Inference in panel data models under attrition caused by unobservables
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
- Semiparametric estimation with generated covariates
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- A neural network demand system with heteroskedastic errors
- On rate optimality for ill-posed inverse problems in econometrics
- Empirical likelihood estimation of conditional moment restriction models with unknown functions
- Nonparametric instrumental variable estimation in practice
- A consistent model specification test for a partial linear model with covariates missing at random
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
- Efficient estimation in models with independence restrictions
- Inference in semiparametric conditional moment models with partial identification
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- Uniform convergence of series estimators over function spaces
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
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