Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
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Publication:2448409
DOI10.1016/J.JECONOM.2013.05.006zbMATH Open1285.62033OpenAlexW1973819618MaRDI QIDQ2448409FDOQ2448409
Authors: Pascal Lavergne, Valentin Patilea 
Publication date: 30 April 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/15755/1/lavergne_15755.pdf
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bootstraphypothesis testingsemiparametric estimationasymptotic efficiencysmoothing methodsconditional estimating equations
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cites Work
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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
- Identification-robust nonparametric inference in a linear IV model
- Conditional moment models under semi-strong identification
- 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
- Yet another look at the omitted variable bias
- On the single-index model estimate of the conditional density function: consistency and implementation
- 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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