Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
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- scientific article; zbMATH DE number 854558 (Why is no real title available?)
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Cited in
(49)- Multiway Cluster Robust Double/Debiased Machine Learning
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- An equivalence result for moment equations when data are missing at random
- Difference-in-differences with multiple time periods
- Conditional empirical likelihood estimation and inference for quantile regression models
- Editors' introduction
- Locally Robust Semiparametric Estimation
- Three-stage semi-parametric inference: control variables and differentiability
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
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- Estimation of panel data partly specified Tobit regression with fixed effects
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Conditional moment models under semi-strong identification
- Nonparametric instrumental variables and regular estimation
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Robust inference for moment condition models without rational expectations
- Semiparametric generalized estimating equations in misspecified models
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- Comment
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
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- Nonparametric estimation in case of endogenous selection
- SIMEX and standard error estimation in semiparametric measurement error models
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- Some uniform convergence results for kernel estimators
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- Semiparametric estimation with generated covariates
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- Characterization of the asymptotic distribution of semiparametric M-estimators
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
- Orthogonal statistical learning
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Doubly robust difference-in-differences estimators
- Adaptive estimation of functionals in nonparametric instrumental regression
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- GMM estimation for high-dimensional panel data models
- Functional quantile autoregression
- Empirical likelihood estimation of conditional moment restriction models with unknown functions
- Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
- Nonparametric causal inference with confounders missing not at random
- Misspecified semiparametric model selection with weakly dependent observations
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