On the root-\(n\)-consistent semiparametric estimation of partially linear models
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Publication:2442558
DOI10.1016/0165-1765(96)00821-XzbMath1284.62224OpenAlexW2013466715MaRDI QIDQ2442558
Publication date: 3 April 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(96)00821-x
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)
Related Items (12)
Double kernel nonparametric estimation in semlparametric econometric models ⋮ Estimation of partially linear regression models under the partial consistency property ⋮ Semi-parametric inference for large-scale data with temporally dependent noise ⋮ Kernel estimation of a partially linear additive model ⋮ Estimating partially linear panel data models with one-way error components ⋮ An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics ⋮ Estimating semiparametric panel data models by marginal integration ⋮ A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS ⋮ ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS ⋮ Testing serial correlation in semiparametric panel data models ⋮ Smoothed maximum score estimation with nonparametrically generated covariates ⋮ A Partially Linear Kernel Estimator for Categorical Data
Cites Work
- Series estimation of semilinear models
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Root-N-Consistent Semiparametric Regression
- Efficiency Bounds for Semiparametric Regression
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
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