GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
DOI10.1080/03610926.2014.901363zbMATH Open1342.62057OpenAlexW2339498100MaRDI QIDQ3178629FDOQ3178629
Hua Liang, Yong Zhou, Baicheng Chen
Publication date: 15 July 2016
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.901363
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
Cites Work
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- Kriging with Nonparametric Variance Function Estimation
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- Nonparametric regression with errors in variables
- Estimation in Partially Linear Models With Missing Covariates
- Nonconcave Penalized Likelihood With NP-Dimensionality
- LASSO-TYPE GMM ESTIMATOR
- Partially linear models with missing response variables and error-prone covariates
- Semiparametric Regression Analysis With Missing Response at Random
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
Cited In (4)
- Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Regularizing Double Machine Learning in Partially Linear Endogenous Models
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