Semiparametric models with single-index nuisance parameters
From MaRDI portal
Publication:2512615
DOI10.1016/j.jeconom.2013.07.004zbMath1293.62094arXiv1307.5806OpenAlexW2009495751MaRDI QIDQ2512615
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.5806
generated regressorssample selection modelmaximum score estimationcube-root asymptoticsmatching estimatorsconditional median restrictions
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (4)
Two-step series estimation and specification testing of (partially) linear models with generated regressors ⋮ Re-evaluating the effectiveness of inflation targeting ⋮ Semiparametric Efficiency in Convexity Constrained Single-Index Model ⋮ Estimation of average treatment effect based on a semiparametric propensity score
Cites Work
- Semi-Nonparametric Maximum Likelihood Estimation
- On the smoothness of conditional expectation functionals
- Nonparametric regression with nonparametrically generated covariates
- Asymptotic normality of nearest neighbor regression function estimates
- Cube root asymptotics
- Semiparametric and nonparametric methods in econometrics
- Testing conditional independence via Rosenblatt transforms
- Maximum score estimation of the stochastic utility model of choice
- Consistent nonparametric regression. Discussion
- How sensitive are average derivatives?
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Direct estimation of the index coefficient in a single-index model
- Optimal smoothing in single-index models
- Nonparametric checks for single-index models
- Asymptotic Variance of Semiparametric Estimators With Generated Regressors
- A note on non-parametric estimation with predicted variables
- Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
- Consistent Estimation of Scaled Coefficients
- Root-N-Consistent Semiparametric Regression
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Matching As An Econometric Evaluation Estimator
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- Shadow Prices, Market Wages, and Labor Supply
- Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Nonparametric Estimation of Sample Selection Models
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
- Characterizing Selection Bias Using Experimental Data
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL
- Semiparametric Estimation of Index Coefficients
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
- Nonparametric Estimation of Models with Generated Regressors
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- An Efficient Semiparametric Estimator for Binary Response Models
- On the Bootstrap of the Maximum Score Estimator
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
This page was built for publication: Semiparametric models with single-index nuisance parameters