Inference of local regression in the presence of nuisance parameters

DOI10.1016/J.JECONOM.2020.04.028zbMATH Open1464.62523OpenAlexW2664926837MaRDI QIDQ2227059FDOQ2227059

Authors: Ke-Li Xu 

Publication date: 9 February 2021

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.04.028

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zbMATH Keywords

empirical likelihoodbias correctionnuisance parameterweak identificationLaplace-type estimatorlocal estimating equationsnon-smooth criterion functionnonparametric and semiparametric inferencequantile regression discontinuity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited In (4)

• Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity
• Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality
• Locally efficient estimation of regression parameters using current status data
• Title not available (Why is that?)

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