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

DOI10.1016/J.JECONOM.2018.12.016zbMATH Open1452.62914OpenAlexW3126059313MaRDI QIDQ2000862FDOQ2000862

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)

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)

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

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