Bias corrections in testing and estimating semiparametric, single index models

DOI10.1017/S0266466609990764MaRDI QIDQ2995419zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Consistent Conditional Moment Test of Functional Form
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• An Efficient Semiparametric Estimator for Binary Response Models
• Approximation Theorems of Mathematical Statistics
• Comparing nonparametric versus parametric regression fits
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Nonparametric and Semiparametric Estimation with Discrete Regressors
• Probability Inequalities for Sums of Bounded Random Variables
• Semiparametric Estimation of Index Coefficients
• Semiparametric Specification Testing of Non-nested Econometric Models
• Semiparametric estimation in single index Poisson regression: A practical approach
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric single index versus fixed link function modelling
• Shift Restrictions and Semiparametric Estimation in Ordered Response Models
• Simulation and the Asymptotics of Optimization Estimators
• Specification test for binary choice models based on index quantiles
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Testing conditional moment restrictions
• Twicing Kernels and a Small Bias Property of Semiparametric Estimators

Cited in

(8)

• Estimation for biased partial linear single index models
• Recursive differencing for estimating semiparametric models
• An IV estimator for a functional coefficient model with endogenous discrete treatments
• Estimation of marginal effects in semiparametric selection models with binary outcomes
• Twicing Kernels and a Small Bias Property of Semiparametric Estimators
• Analysis of double single index models
• A semiparametric single index model with heterogeneous impacts on an unobserved variable
• A bias-adjusted LM test of error cross-section independence

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