GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
DOI10.1080/03610926.2014.901363zbMATH Open1342.62057OpenAlexW2339498100MaRDI QIDQ3178629FDOQ3178629
Authors: Baicheng Chen, Hua Liang, Yong Zhou 
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
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Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable Selection for Partially Linear Models With Measurement Errors
- Regularization and Variable Selection Via the Elastic Net
- Measurement Error in Nonlinear Models
- SCAD-penalized regression in high-dimensional partially linear models
- Automatic model selection for partially linear models
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Kriging with Nonparametric Variance Function Estimation
- Estimation in a semiparametric partially linear errors-in-variables model
- Convergence rates for parametric components in a partly linear model
- 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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