A local generalized method of moments estimator
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Publication:1929821
DOI10.1016/j.econlet.2006.08.011zbMath1255.62093OpenAlexW1978888611MaRDI QIDQ1929821
Publication date: 9 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.08.011
Related Items (12)
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data ⋮ Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments ⋮ Local generalised method of moments: an application to point process‐based rainfall models ⋮ Local polynomial estimation of nonparametric general estimating equations ⋮ Matching points: supplementing instruments with covariates in triangular models ⋮ A Class of Improved Parametrically Guided Nonparametric Regression Estimators ⋮ Inference of local regression in the presence of nuisance parameters ⋮ Generalized random forests ⋮ Identifying the effect of a mis-classified, binary, endogenous regressor ⋮ Local GMM estimation of time series models with conditional moment restrictions ⋮ Nonparametric identification of a binary random factor in cross section data ⋮ Identification strength with a large number of moments
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Local nonlinear least squares: using parametric information in nonparametric regression
- GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
- Estimation of Average Treatment Effects with Misclassification
- Instrumental Variable Estimation of Nonparametric Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Econometrics
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