Semiparametric methods in econometrics
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Publication:1389388
zbMATH Open0897.62128MaRDI QIDQ1389388FDOQ1389388
Authors: Joel Horowitz 
Publication date: 24 June 1998
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
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panel datasingle-index modelssemiparametric methodscross sectionexamplestransformation modelsbinary response models
Applications of statistics to economics (62P20) Nonparametric inference (62G99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (76)
- IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
- Inference on an extended Roy model, with an application to schooling decisions in France
- Statistical inferences for single-index models with measurement errors
- Robust estimation and selection for single-index regression model
- Semiparametric Regression Models with Applications to Scoring: A Review
- About Sense and Nonsense of Non- and Semiparametric Analysis in Applied Economics
- GTL regression: a linear model with skewed and thick-tailed disturbances
- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model
- On extending Powell, Stock, and Stoker (1989) to indexes with functionally dependent covariates
- Using semi-parametric methods in an analysis of earnings mobility
- Time-varying unobserved heterogeneity in earnings shocks
- Semiparametric Efficiency in Convexity Constrained Single-Index Model
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class
- A modified net reclassification improvement statistic
- Semiparametric methods in applied econometrics: do the models fit the data?
- Partially linear single index models for repeated measurements
- Rank estimation of a location parameter in the binary choice model
- The added value of new covariates to the Brier score in Cox survival models
- Semiparametric Regression for the Applied Econometrician
- Semiparametric and nonparametric methods in econometrics
- ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
- Statistical inference for a single-index varying coefficient model with measurement errors in all covariates
- Parallel distributed kernel estimation
- Deconvolution kernel estimator for mean transformation with ordinary smooth error.
- Testing linearity in semi-parametric functional data analysis
- Simultaneous confidence bands and global inferences for extended partially linear single-index models
- Title not available (Why is that?)
- Mixture models in econometric duration analysis
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
- Semiparametric Regression for the Social Sciences
- Semi-parametric estimation of disequilibrium models
- Effects of measurement error on a class of single-index varying coefficient regression models
- Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction
- Dynamic discrete choice and dynamic treatment effects
- Markov-switching model selection using Kullback-Leibler divergence
- Identification and information in monotone binary models
- Identification of binary choice models with social interactions
- Semiparametric one-step estimation of a sample selection model with endogenous covariates
- What's so special about semiparametric methods?
- Inference in semiparametric binary response models with interval data
- Estimation of the error density in a semiparametric transformation model
- Generalized additive models for functional data
- Confidence intervals for high-dimensional partially linear single-index models
- Smoothed maximum score change-point estimation in binary response model
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Semiparametric estimation of the link function in binary-choice single-index models
- Semiparametric approaches to signal extraction problems in economic time series
- Semiparametric Difference-in-Differences Estimators
- Best subset binary prediction
- Conditional regression for single-index models
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Sufficient dimension reduction and prediction in regression: asymptotic results
- The adaptive LASSO spline estimation of single-index model
- Bayesian variants of some classical semiparametric regression techniques
- Adaptive estimation under single-index constraint in a regression model
- Efficient estimation in single index models through smoothing splines
- Adaptive estimation in the single-index model via oracle approach
- Generalized additive partial linear models with high-dimensional covariates
- Local limit theory and spurious nonparametric regression
- Estimation and testing for partially linear single-index models
- Identification and estimation in a correlated random coefficients binary response model
- Predicting binary outcomes
- Semiparametric and nonparametric methods in econometrics. Abstracts from the workshop held March 18--24, 2007.
- A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
- Nonparametric estimation of regression functions with both categorical and continuous data
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Semi-parametric estimation for the Box-Cox transformation model with partially linear structure
- Binary choice models with discrete regressors: identification and misspecification
- Identification of semiparametric model coefficients, with an application to collective households
- Single-index quantile regression
- Maximum score estimation of a nonstationary binary choice model
- Title not available (Why is that?)
- Constrained regression model selection
- Isotonic single-index model for high-dimensional database marketing
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