Empirical likelihood inferences for semiparametric instrumental variable models

DOI10.1007/s12190-013-0652-6zbMath1418.62128MaRDI QIDQ2511382

Pei Xin Zhao, Liu Gen Xue

Publication date: 5 August 2014

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-013-0652-6

zbMATH Keywords

semiparametric regression; empirical likelihood; instrumental variables

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

Related Items

Empirical likelihood inference in partially linear single-index models with endogenous covariates, Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates, A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data, Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models, Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables, Semiparametric variable selection for partially varying coefficient models with endogenous variables, Regularization statistical inferences for partially linear models with high dimensional endogenous covariates, Empirical likelihood for composite quantile regression modeling, Estimation for Partially Linear Single-index Instrumental Variables Models

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