Inference of local regression in the presence of nuisance parameters
From MaRDI portal
Publication:2227059
Recommendations
- Conditional inference with a functional nuisance parameter
- Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
- Empirical likelihood for regression discontinuity design
- Nonparametric inference based on conditional moment inequalities
- Parameterization and inference for nonparametric regression problems
Cites work
- A direct approach to inference in nonparametric and semiparametric quantile models
- A local generalized method of moments estimator
- A new class of asymptotically efficient estimators for moment condition models
- A Test for Global Maximum
- Adaptive confidence intervals for regression functions under shape constraints
- Adaptive testing on a regression function at a point
- An introduction to econometric applications of empirical process theory for dependent random variables
- An MCMC approach to classical estimation.
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Asymptotic Statistics
- Bayesian empirical likelihood
- Bayesian empirical likelihood for quantile regression
- Bayesian exponentially tilted empirical likelihood
- Coherent measures of risk
- Conditional empirical likelihood estimation and inference for quantile regression models
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Efficient derivative pricing by the extended method of moments
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for local linear smoothers
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood for non-smooth criterion functions
- Empirical likelihood for regression discontinuity design
- Empirical likelihood methods with weakly dependent processes
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Estimation and inference with weak, semi-strong, and strong identification
- Estimation of and inference about the expected shortfall for time series with infinite variance
- Extremum estimation and numerical derivatives
- GEL criteria for moment condition models
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
- Generalized method of moments specification testing
- GMM with Weak Identification
- GMM, GEL, Serial Correlation, and Asymptotic Bias
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Inference on causal effects in a generalized regression kink design
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local Estimating Equations
- Model-free inference for tail risk measures
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric estimation and inference on conditional quantile processes
- Nonparametric inference for conditional quantiles of time series
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- Optimal Inference in a Class of Regression Models
- Quantile treatment effects in the regression discontinuity design
- Randomized experiments from non-random selection in U.S. House elections
- Regression discontinuity designs: a guide to practice
- Regression discontinuity with categorical outcomes
- Robust nonparametric confidence intervals for regression-discontinuity designs
- The large sample behaviour of the generalized method of moments estimator in misspecified models
- Worst-case conditional value-at-risk with application to robust portfolio management
Cited in
(5)- 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
- scientific article; zbMATH DE number 720752 (Why is no real title available?)
- Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity
- Generalized C() tests with nonstandard convergence rates
This page was built for publication: Inference of local regression in the presence of nuisance parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227059)
