Three-stage semi-parametric inference: control variables and differentiability
From MaRDI portal
Publication:2000862
DOI10.1016/J.JECONOM.2018.12.016zbMATH Open1452.62914OpenAlexW3126059313MaRDI QIDQ2000862FDOQ2000862
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
Recommendations
- Asymptotic variance of semiparametric estimators with generated regressors
- A limit theorem for a smooth class of semiparametric estimators
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Semiparametric estimation with generated covariates
influence functiondifferentiabilitycontrol variableendogenous regressoroveridentificationnon-separable errors
Cites Work
- Specification Tests in Econometrics
- The Asymptotic Variance of Semiparametric Estimators
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Identification and estimation of triangular simultaneous equations models without additivity
- Matching As An Econometric Evaluation Estimator
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
- Approximation theorems of mathematical statistics
- Title not available (Why is that?)
- Limited information estimators and exogeneity tests for simultaneous probit models
- Asymptotic variance of semiparametric estimators with generated regressors
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
Cited In (3)
This page was built for publication: Three-stage semi-parametric inference: control variables and differentiability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000862)
