Sieve M inference on irregular parameters
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Cites work
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- Asymptotic efficiency in semi-parametric models with censoring
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Binary response models for panel data: identification and information
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Convergence rate of sieve estimates
- Convergence rates and asymptotic normality for series estimators
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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- Identifiability and rates of estimation for scale parameters in location mixture models
- Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
- Improved rates and asymptotic normality for nonparametric neural network estimators
- Information criteria and statistical modeling.
- Information in semiparametric mixtures of exponential families
- Irregular identification, support conditions, and inverse weight estimation
- Large-sample inference for log-spline models
- Local asymptotics for polynomial spline regression
- Local asymptotics for regression splines and confidence regions
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- On differentiable functionals
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- On methods of sieves and penalization
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- Regression Quantiles
- Semi-Nonparametric Maximum Likelihood Estimation
- Semiparametric efficiency bounds
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Sieve likelihood ratio inference on general parameter space
- Simple Estimation of a Duration Model with Unobserved Heterogeneity
- The Efficiency Bound of the Mixed Proportional Hazard Model
- The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
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Cited in
(23)- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
- Testing subspace restrictions in the presence of high dimensional nuisance parameters
- Uniform nonparametric inference for time series
- Semiparametric \(M\)-estimation with non-smooth criterion functions
- Sieve likelihood ratio inference on general parameter space
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Local asymptotics for nonparametric quantile regression with regression splines
- Nonparametric two-step sieve M estimation and inference
- Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
- Inference in nonparametric series estimation with specification searches for the number of series terms
- Estimation and inference for moments of ratios with robustness against large trimming bias
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Sieve maximum likelihood estimator for functional probit model
- Uniform and L_p convergences for nonparametric continuous time regressions with semiparametric applications
- Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Sequentially estimating the structural equation by power transformation
- Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions
- Functional semiparametric modeling for nonstationary and periodic time series data
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
- Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
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