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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- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
- Series estimation under cross-sectional dependence
- Sieve \(M\) inference on irregular parameters
- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
- Pricing bounds and bang-bang analysis of the Polaris variable annuities
- Quantile regression estimation of partially linear additive models
- A semiparametric dynamic higher-order spatial autoregressive model
- Semiparametric additive isotonic regression
- Extremum estimation and numerical derivatives
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- A least-squares Monte Carlo approach to the estimation of enterprise risk
- Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
- Endogenous network production functions with selectivity
- Simple estimators for nonparametric panel data models with sample attrition
- Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
- Semi-parametric single-index predictive regression models with cointegrated regressors
- Network Competition and Team Chemistry in the NBA
- Minimum Distance Estimation of Search Costs Using Price Distribution
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- Weak convergence of local quantile treatment effect processes
- Additive nonparametric models with time variable and both stationary and nonstationary regressors
- Additive nonparametric instrumental regressions: a guide to implementation
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
- Large Sample Properties of Partitioning-Based Series Estimators
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Control variate selection for Monte Carlo integration
- On the stationarity of dynamic conditional correlation models
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
- Editorial: Whitney Newey's contributions to econometrics
- Nonparametric estimation for high-frequency data incorporating trading information
- Testing unconditional and conditional independence via mutual information
- A tracking approach to parameter estimation in linear ordinary differential equations
- Uniform nonparametric inference for time series
- Endogeneity in semiparametric panel binary choice model
- Model robust regression: combining parametric, nonparametric, and semiparametric methods
- Efficient estimation in models with independence restrictions
- Generalized additive partial linear models with high-dimensional covariates
- Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
- A robust spline approach in partially linear additive models
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
- Specification testing in random coefficient models
- Statistical inference of partially specified spatial autoregressive model
- Estimation of partially specified spatial panel data models with fixed-effects
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Neglected heterogeneity in moment condition models
- Uniform convergence of series estimators over function spaces
- Semiparametric estimation with generated covariates
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance
- Specification testing in nonparametric instrumental quantile regression
- Large Sample Properties of Matching for Balance
- Two-step series estimation of sample selection models
- Critical dimension in profile semiparametric estimation
- Nonparametric regression with nonparametrically generated covariates
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
- Tests of additional conditional moment restrictions
- Identification of additive and polynomial models of mismeasured regressors without instruments
- Regression discontinuity design with continuous measurement error in the running variable
- Inference in nonparametric series estimation with specification searches for the number of series terms
- Sieve extremum estimation of a semiparametric transformation model
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Sieve estimation of panel data models with cross section dependence
- An aspect of optimal regression design for LSMC
- Semi-parametric estimation for the Box-Cox transformation model with partially linear structure
- Estimating residual hedging risk with least-squares Monte Carlo
- Smoothed maximum score estimation with nonparametrically generated covariates
- Estimation of panel data partly specified Tobit regression with fixed effects
- Tests for regression coefficients in high dimensional partially linear models
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Empirical likelihood test for regression coefficients in high dimensional partially linear models
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Testing single-index restrictions with a focus on average derivatives
- Risk bounds when learning infinitely many response functions by ordinary linear regression
- Two-stage local M-estimation of additive models
- Estimation and inference of semiparametric models using data from several sources
- Estimating multivariate latent-structure models
- Finite sample behavior of a sieve profile estimator in the single index mode
- Statistical inference for the functional quadratic quantile regression model
- A Mann-Whitney test of distributional effects in a multivalued treatment
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
- Series estimation for single-index models under constraints
- Robust inference on average treatment effects with possibly more covariates than observations
- Finite sample inference for quantile regression models
- An integrated panel data approach to modelling economic growth
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Estimation and testing of a higher-order partially linear spatial autoregressive model
- Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
- GMM estimation for high-dimensional panel data models
- Nonparametric causal inference with confounders missing not at random
- Nonparametric specification testing via the trinity of tests
- Some uniform convergence results for kernel estimators
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