Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

DOI10.1016/j.jeconom.2013.06.004zbMath1293.62106MaRDI QIDQ2512612

Juan Carlos Escanciano, Arthur Lewbel, David T. Jacho-Chávez

Publication date: 7 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.06.004

zbMATH Keywords

semiparametric regression; nonparametric residuals; empirical process theory; sample selection models; limited dependent variables; semiparametric residuals; uniform-in-bandwidth

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Nonparametric regression with nonparametrically generated covariates, A simple root-\(N\)-consistent semiparametric estimator for discrete duration models, Estimation of marginal effects in semiparametric selection models with binary outcomes, Specification analysis of linear quantile models

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