Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
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Publication:2448409
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Cites work
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- scientific article; zbMATH DE number 803197 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- scientific article; zbMATH DE number 2208228 (Why is no real title available?)
- A class of linear regression parameter estimators constructed by nonparametric estimation
- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
- A consistent test of functional form via nonparametric estimation techniques
- A simple resampling method by perturbing the minimand
- Asymptotic Statistics
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Conditional empirical likelihood estimation and inference for quantile regression models
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient estimation in dynamic conditional quantile models
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Efficient information theoretic inference for conditional moment restrictions
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood and general estimating equations
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Extending the scope of empirical likelihood
- Generalization of GMM to a continuum of moment conditions
- Generalized bootstrap for estimating equations
- Generalized bootstrap for estimators of minimizers of convex functions
- Harmonious Extensions
- Large Sample Properties of Generalized Method of Moments Estimators
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Point estimation with exponentially tilted empirical likelihood
- Simulation and the Asymptotics of Optimization Estimators
- U-processes: Rates of convergence
- Uniform in bandwidth consistency of kernel-type function estimators
- Weak convergence and empirical processes. With applications to statistics
- When does bootstrap work! Asymptotic results and simulations
Cited in
(19)- Fourier–type tests involving martingale difference processes
- Conditional independence testing via weighted partial copulas
- Choosing instrumental variables in conditional moment restriction models
- A dimension reduction approach for conditional Kaplan-Meier estimators
- Bootstrap confidence sets under model misspecification
- The indirect continuous-GMM estimation
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- An equivalence result for moment equations when data are missing at random
- Conditional moment models under semi-strong identification
- Identification-robust nonparametric inference in a linear IV model
- A new minimum contrast approach for inference in single-index models
- High-Dimensional Mixed-Frequency IV Regression
- A simple derivation of the efficiency bound for conditional moment restriction models
- Partial identification and inference in censored quantile regression
- On the single-index model estimate of the conditional density function: consistency and implementation
- Yet another look at the omitted variable bias
- Fixed‐effects binary choice models with three or more periods
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
- Testing the adequacy of semiparametric transformation models
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