Convergence rates and asymptotic normality for series estimators

DOI10.1016/S0304-4076(97)00011-0zbMATH Open0873.62049OpenAlexW2012455789MaRDI QIDQ1362062FDOQ1362062

Authors: Whitney Newey 

Publication date: 3 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00011-0

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zbMATH Keywords

asymptotic normalityconvergence ratespolynomial regressionregression splinesnonlinear functionals of series estimatorsseries estimators of conditional expectations

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Cited In (only showing first 100 items - show all)

• THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES
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• Nonparametric estimation of dynamic panel models with fixed effects
• Refining the least squares Monte Carlo method by imposing structure
• Testing the correlated random coefficient model
• Tracking for parameter and state estimation in possibly misspecified partially observed linear ordinary differential equations
• Nonparametric estimation of additive models with errors-in-variables
• Semiparametric one-step estimation of a sample selection model with endogenous covariates
• Estimation of partially specified spatial panel data models with random-effects
• Inference in linear regression models with many covariates and heteroscedasticity
• Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
• A weighted sieve estimator for nonparametric time series models with nonstationary variables
• The difference between LSMC and replicating portfolio in insurance liability modeling
• A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
• Optimal linear instrumental variables approximations
• On the calculation of risk measures using least-squares Monte Carlo
• Varying random coefficient models
• Asymptotics for nonparametric and semiparametric fixed effects panel models
• Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
• Nonparametric regression with selectively missing covariates
• Nonparametric estimation in case of endogenous selection
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• Endogenous network production functions with selectivity
• Sieve instrumental variable quantile regression estimation of functional coefficient models
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• Testing semiparametric conditional moment restrictions using conditional martingale transforms
• Nonparametric estimation of an additive model with a link function
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• Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data

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