Non- and semi-parametric estimation in models with unknown smoothness
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Publication:1929487
DOI10.1016/J.ECONLET.2006.06.014zbMATH Open1255.62092OpenAlexW1972016646MaRDI QIDQ1929487FDOQ1929487
Authors: Yulia Kotlyarova, Victoria Zinde-Walsh 
Publication date: 8 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://escholarship.mcgill.ca/concern/articles/fb494d11g
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Cites Work
Cited In (13)
- Discussion of nonparametric (smoothed) likelihood and integral equations by Piet Groeneboom
- Finite population model-assisted estimation using combined parametric and nonparametric regression smoothers
- Averaging of an increasing number of moment condition estimators
- Kernel Averaging Estimators
- Efficient minimum distance estimation with multiple rates of convergence
- INTEGRATED SCORE ESTIMATION
- Reduced forms and weak instrumentation
- Nonparametric Estimation of a Density of Unknown Smoothness
- Smoothness adaptive average derivative estimation
- Robust Estimation in Binary Choice Models
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
- Robust kernel estimator for densities of unknown smoothness
- The identification power of smoothness assumptions in models with counterfactual outcomes
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