Convergence rates and asymptotic normality for series estimators
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Cites work
- scientific article; zbMATH DE number 4048298 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 3708924 (Why is no real title available?)
- Adaptive estimation of regression models via moment restrictions
- Additive regression and other nonparametric models
- Approximation of least squares regression on nested subspaces
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Consistent Estimation of Scaled Coefficients
- Convergence rates for parametric components in a partly linear model
- Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
- Nonparametric estimation of a regression function
- On the asymptotic normality of Fourier flexible form estimates
- Optimal global rates of convergence for nonparametric regression
- The Asymptotic Variance of Semiparametric Estimators
- Using Least Squares to Approximate Unknown Regression Functions
Cited in
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- Testing rank similarity in the local average treatment effects model
- Semiparametric estimation of a Box-Cox transformation model with varying coefficients model
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- Comment
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- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions
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- An alternative series based consistent model specification test
- Testing the correlated random coefficient model
- A note on uniform consistency of monotone function estimators
- Refining the least squares Monte Carlo method by imposing structure
- Tracking for parameter and state estimation in possibly misspecified partially observed linear ordinary differential equations
- Semiparametric single-index panel data models with cross-sectional dependence
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- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
- Efficient estimation of varying coefficient seemly unrelated regression model
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- A practical guide to compact infinite dimensional parameter spaces
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- Testing semiparametric conditional moment restrictions using conditional martingale transforms
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- Conditional quantile processes based on series or many regressors
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- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- Varying random coefficient models
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- An upper bound for functions of estimators in high dimensions
- Instrumental variable methods for recovering continuous linear functionals
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Polynomial spline estimation for partial functional linear regression models
- Tests for price endogeneity in differentiated product models
- Varying coefficient partially functional linear regression models
- Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables
- Spline estimators for semi-functional linear model
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions
- Nonparametric regression with selectively missing covariates
- Nonparametric estimation in case of endogenous selection
- Toward Computerized Efficient Estimation in Infinite-Dimensional Models
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