Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
From MaRDI portal
Publication:2965541
DOI10.1111/SJOS.12247zbMATH Open1361.62019OpenAlexW1755071098MaRDI QIDQ2965541FDOQ2965541
Authors: Sébastien Van Bellegem, Ingrid Van Keilegom, Melanie Birke 
Publication date: 3 March 2017
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/588554
Recommendations
- Semiparametric estimation of fixed effects panel data single-index model
- Semiparametric estimation of the single-index varying-coefficient model
- Semi-parametric estimation of partially linear single-index models
- A semiparametric single index model with heterogeneous impacts on an unobserved variable
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- Semiparametric single-index panel data models with cross-sectional dependence
- Semiparametric estimation of conditional heteroscedasticity via single-index modeling
- Identification and estimation of single-index models with measurement error and endogeneity
endogeneityinstrumental variableTikhonov regularizationsingle-index modelsemiparametric regressionill-posed inverse problem
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)
Cites Work
- Efficient estimation in sufficient dimension reduction
- Optimal smoothing in single-index models
- Generalized Partially Linear Single-Index Models
- Title not available (Why is that?)
- Estimation and testing for partially linear single-index models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Variable selection for the single-index model
- Semiparametric Estimation of Index Coefficients
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Nonparametric Instrumental Regression
- Instrumental Variable Estimation of Nonparametric Models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Identifiability of single-index models and additive-index models
- Semiparametric and nonparametric methods in econometrics
- Direct estimation of the index coefficient in a single-index model
- On semiparametric \(M\)-estimation in single-index regression
- Dimension Reduction for the Conditionalkth Moment in Regression
- An Efficient Semiparametric Estimator for Binary Response Models
- Identification and estimation by penalization in nonparametric instrumental regression
- Nonparametric statistical inverse problems
- Risk hull method and regularization by projections of ill-posed inverse problems
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Nonparametric methods for inference in the presence of instrumental variables
- School system evaluation by value added analysis under endogeneity
- Additive inverse regression models with convolution-type operators
- Smooth backfitting in additive inverse regression
- Deconvolution with unknown error distribution
- Penalized least squares for single index models
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Statistical inference for the index parameter in single-index models
- Iterative regularisation in nonparametric instrumental regression
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
Cited In (11)
- Battese-Coelli estimator with endogenous regressors
- Iterative GMM for partially linear single-index models with partly endogenous regressors
- An adapted loss function for composite quantile regression with censored data
- A weighted average limited information maximum likelihood estimator
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
- Semiparametric estimation of the link function in binary-choice single-index models
- Series estimation for single‐index models under constraints
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- New estimation for heteroscedastic single-index measurement error models
- An Adapted Loss Function for Censored Quantile Regression
- Estimation of Sparse Structural Parameters with Many Endogenous Variables
This page was built for publication: Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2965541)
