Three-stage semi-parametric inference: control variables and differentiability

DOI10.1016/J.JECONOM.2018.12.016MaRDI QIDQ2000862zbMATH OpenOpenAlexFDO

Authors Jinyong Hahn, Geert Ridder

Publication date 1 July 2019

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2018.12.016

zbMATH Keywords

influence functiondifferentiabilitycontrol variableendogenous regressoroveridentificationnon-separable errors

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3874460 (Why is no real title available?)
• Approximation theorems of mathematical statistics
• Asymptotic variance of semiparametric estimators with generated regressors
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Identification and estimation of triangular simultaneous equations models without additivity
• Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
• Limited information estimators and exogeneity tests for simultaneous probit models
• Matching As An Econometric Evaluation Estimator
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
• Specification Tests in Econometrics
• The Asymptotic Variance of Semiparametric Estimators

Cited in

(3)

• Locally Robust Semiparametric Estimation
• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• A correlated random coefficient panel model with time-varying endogeneity

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