k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1348627 (Why is no real title available?)
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- Automatic Lag Selection in Covariance Matrix Estimation
- Bias-Corrected Matching Estimators for Average Treatment Effects
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- Consistency of a nonparametric estimate of a density function for dependent variables
- Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
- Convergence rates and asymptotic normality for series estimators
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Efficient semiparametric seemingly unrelated quantile regression estimation
- Endogenous selection or treatment model estimation
- Estimating features of a distribution from binomial data
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Invariance principles for dependent variables
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- Matching As An Econometric Evaluation Estimator
- Moment bounds for mixing random variables useful in nonparametric function estimation
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- Multivariate k-nearest neighbor density estimates
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- Nearest neighbor estimators for random fields
- Nearest-neighbour estimation of semiparametric regression models
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- Nonparametric function estimation involving time series
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- Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Semiparametric Specification Testing of Non-nested Econometric Models
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Semiparametric tests of conditional moment restrictions under weak or partial identification
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
- Strong laws for 𝐿- and 𝑢-statistics
- Time Series Regression with a Unit Root
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Cited in
(8)- A simple ordered data estimator for inverse density weighted expectations
- Sheep in wolf's clothing: using the least squares criterion for quantile estimation
- Testing for risk aversion in first-price sealed-bid auctions
- Semiparametric estimation of moment condition models with weakly dependent data
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- A weighted \(k\)-nearest neighbor density estimate for geometric inference
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
- Symmetrized multivariate \(k\)-NN estimators
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