Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
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Publication:288341
DOI10.1016/J.JECONOM.2007.01.013zbMATH Open1418.62405OpenAlexW2061772119MaRDI QIDQ288341FDOQ288341
Publication date: 25 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.013
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misspecificationconditional moment models with different conditioning setsnonparametric endogeneitysieve minimum distanceweighted average derivatives
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
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Cited In (42)
- Comment
- Misspecified semiparametric model selection with weakly dependent observations
- Conditional empirical likelihood estimation and inference for quantile regression models
- Orthogonal statistical learning
- Editors' introduction
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION
- Semiparametric estimation of moment condition models with weakly dependent data
- Characterization of the asymptotic distribution of semiparametric M-estimators
- NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
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- Optimal linear instrumental variables approximations
- Estimation and inference for policy relevant treatment effects
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- An alternative root-\(n\) consistent estimator for panel data binary choice models
- Instrumental variable methods for recovering continuous linear functionals
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- Nonparametric estimation in case of endogenous selection
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