Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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(only showing first 100 items - show all)- Flexible modeling based on copulas in nonparametric median regression
- Doubly robust difference-in-differences estimators
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- A limit theorem for a smooth class of semiparametric estimators
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Corrigendum to ``Characterization of the asymptotic distribution of semiparametric M-estimators
- An estimating equation for censored and truncated quantile regression
- Quantile regression methods with varying-coefficient models for censored data
- Efficient propensity score regression estimators of multivalued treatment effects for the treated
- Indirect inference with endogenously missing exogenous variables
- Sequential estimation of censored quantile regression models
- A quantile regression estimator for censored data
- An informative subset-based estimator for censored quantile regression
- Efficient parameter estimation in regression with missing responses
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates
- Indirect inference for locally stationary models
- Nonparametric regression with selectively missing covariates
- Sample selection models with monotone control functions
- Do people maximize quantiles?
- On an extension of the promotion time cure model
- Regularized linear censored quantile regression
- Survey weighted estimating equation inference with nuisance functionals
- Two-step semiparametric empirical likelihood inference
- A general approach for cure models in survival analysis
- Goodness-of-fit test for a parametric survival function with cure fraction
- Difference-in-differences with multiple time periods
- Estimation of a semiparametric transformation model: a novel approach based on least squares minimization
- Robust estimation with many instruments
- Measurement errors in quantile regression models
- Semiparametric \(M\)-estimation with non-smooth criterion functions
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
- Indirect inference with a non-smooth criterion function
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Smoothed GMM for quantile models
- Extremum estimation and numerical derivatives
- Semiparametric estimation of a Box-Cox transformation model with varying coefficients model
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Identification in a generalization of bivariate probit models with dummy endogenous regressors
- Current status linear regression
- Estimation of a semiparametric transformation model
- Semiparametric efficiency in GMM models with auxiliary data
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Goodness-of-fit tests for the error distribution in nonparametric regression
- Sieve \(M\) inference on irregular parameters
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Specification analysis of linear quantile models
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- Semiparametric estimation of binary response models with endogenous regressors
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- An improved bootstrap test of stochastic dominance
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Quasi-maximum likelihood estimation for conditional quantiles
- A presmoothing approach for estimation in the semiparametric Cox mixture cure model
- High dimensional semiparametric moment restriction models
- Smoothed quantile regression with large-scale inference
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
- Identification of unobserved distribution factors and preferences in the collective household model
- Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
- Consistent variance of the Laplace-type estimators: application to DSGE models
- New difference-based estimator of parameters in semiparametric regression models
- 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
- Endogeneity in quantile regression models: a control function approach
- Bootstrapping density-weighted average derivatives
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
- Semiparametric estimation with generated covariates
- Flexible modeling in the Koziol-Green model by a copula function
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
- Empirical likelihood estimation of conditional moment restriction models with unknown functions
- Estimation and inference in an ecological inference model
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- Non-parametric regression for binary dependent variables
- Let's get LADE: robust estimation of semiparametric multiplicative volatility models
- Uniform convergence of series estimators over function spaces
- Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
- Estimating the survival functions in a censored semi-competing risks model
- Penalized profiled semiparametric estimating functions
- Estimation in semiparametric models with missing data
- Nonparametric regression with nonparametrically generated covariates
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data
- Nonparametric two-step sieve M estimation and inference
- Testing for a general class of functional inequalities
- Estimation of a semiparametric transformation model in the presence of endogeneity
- A simple iterative Z-estimator for semiparametric models
- A fast resample method for parametric and semiparametric models
- Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
- Sieve semiparametric two-step GMM under weak dependence
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
- Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory
- Semi-parametric models for negative binomial panel data
- AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
- Semiparametric estimation of signaling games with equilibrium refinement
- A simple estimator for binary choice models with endogenous regressors
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
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