Nonparametric two-step sieve M estimation and inference
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Recommendations
- Sieve semiparametric two-step GMM under weak dependence
- Sieve \(M\) inference on irregular parameters
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- Sieve inference on possibly misspecified semi-nonparametric time series models
- Two-step semiparametric empirical likelihood inference
Cites work
- A method of moments interpretation of sequential estimators
- Asymptotic variance of semiparametric estimators with generated regressors
- Censored regression quantiles with endogenous regressors
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Econometric analysis of cross section and panel data.
- Endogeneity in quantile regression models: a control function approach
- Endogeneity in Semiparametric Binary Response Models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Identification and estimation of triangular simultaneous equations models without additivity
- Identification in Nonseparable Models
- Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
- Nonparametric Censored and Truncated Regression
- Nonparametric Estimation of Sample Selection Models
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric regression with nonparametrically generated covariates
- On methods of sieves and penalization
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
- Semiparametric estimation with generated covariates
- Sieve \(M\) inference on irregular parameters
- Sieve Extremum Estimates for Weakly Dependent Data
- Sieve inference on possibly misspecified semi-nonparametric time series models
- The Asymptotic Variance of Semiparametric Estimators
- The Dynamics of Productivity in the Telecommunications Equipment Industry
- Two-step series estimation of sample selection models
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Cited in
(13)- Universal sieve-based strategies for efficient estimation using machine learning tools
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
- Sieve \(M\) inference on irregular parameters
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Sieve semiparametric two-step GMM under weak dependence
- Nonlinear panel data models with distribution-free correlated random effects
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
- Using monotonicity restrictions to identify models with partially latent covariates
- Safety surveillance and the estimation of risk in select populations: flexible methods to control for confounding while targeting marginal comparisons via standardization
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
- Double robust semiparametric weighted M-estimators of a zero-inflated Poisson regression with missing data in covariates
- Identifying causal effects using instrumental variables from the auxiliary dataset
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