Bias corrections in testing and estimating semiparametric, single index models
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Publication:2995419
DOI10.1017/S0266466609990764zbMATH Open1230.62036OpenAlexW2029083621MaRDI QIDQ2995419FDOQ2995419
Authors: Roger W. Klein, Chan Shen 
Publication date: 21 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990764
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Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Comparing nonparametric versus parametric regression fits
- Testing conditional moment restrictions
- Simulation and the Asymptotics of Optimization Estimators
- A Consistent Conditional Moment Test of Functional Form
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Semiparametric Estimation of Index Coefficients
- Probability Inequalities for Sums of Bounded Random Variables
- An Efficient Semiparametric Estimator for Binary Response Models
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- Nonparametric and Semiparametric Estimation with Discrete Regressors
- Shift Restrictions and Semiparametric Estimation in Ordered Response Models
- Twicing Kernels and a Small Bias Property of Semiparametric Estimators
- Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
- Specification test for binary choice models based on index quantiles
- Semiparametric single index versus fixed link function modelling
- Semiparametric estimation in single index Poisson regression: A practical approach
- Semiparametric Specification Testing of Non-nested Econometric Models
Cited In (8)
- A bias-adjusted LM test of error cross-section independence
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- Estimation of marginal effects in semiparametric selection models with binary outcomes
- Estimation for biased partial linear single index models
- Analysis of Double Single Index Models
- Twicing Kernels and a Small Bias Property of Semiparametric Estimators
- A semiparametric single index model with heterogeneous impacts on an unobserved variable
- Recursive differencing for estimating semiparametric models
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