Estimation and inference of semiparametric models using data from several sources

DOI10.1016/J.JECONOM.2020.10.011MaRDI QIDQ2074613zbMATH OpenOpenAlexFDO

Authors Moshe Buchinsky, Fanghua Li, Zhipeng Liao

Publication date 10 February 2022

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.10.011

zbMATH Keywords

conditional moment restrictionsdata combinationminimum distance estimationseries estimation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Generalization of GMM to a continuum of moment conditions
• Inverse probability weighted estimation for general missing data problems
• Measurement Error Models with Auxiliary Data
• Robust inference for the two-sample 2SLS estimator
• Semiparametric efficiency in GMM models with auxiliary data
• Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
• Simulation and the Asymptotics of Optimization Estimators
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Two-sample instrumental variable analyses using heterogeneous samples

Cited in

(5)

• Competitive Statistical Estimation With Strategic Data Sources
• Using monotonicity restrictions to identify models with partially latent covariates
• Efficient estimation with missing data and endogeneity
• Partially linear models under data combination
• Partial identification of individual-level parameters using aggregate data in a nonparametric model

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