Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
From MaRDI portal
Publication:3349789
DOI10.2307/2938259zbMath0727.62047OpenAlexW2122678908MaRDI QIDQ3349789
Publication date: 1991
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d08/d0874-r.pdf
asymptotic normalityderivativesnonparametric regressionConsistencyheteroskedasticpartially linear regression modelsemiparametric regression modelstrigonometric series estimatorsadditive interactive regression modelsFourier flexible form series estimatorsintegrated valuesMultiple regressorspolynomial series estimatorssemiparametric index regression models
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items
Nonparametric two-step regression estimation when regressors and error are dependent, Two-step series estimation and specification testing of (partially) linear models with generated regressors, A limit theorem for a smooth class of semiparametric estimators, Two-step estimation of heteroskedastic sample selection models, Nonparametric estimation of structural models for high-frequency currency market data, Consistent nonparametric hypothesis tests with an application to Slutsky symmetry, Semiparametric approximation methods in multivariate model selection, Endogenous network production functions with selectivity, THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES, Double kernel nonparametric estimation in semlparametric econometric models, ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS, Robust neural modeling for the cross-sectional analysis of accounting information, Estimation of some partially specified nonlinear models, Convergence rates and asymptotic normality for series estimators, Estimating continuous-time stochastic volatility models of the short-term interest rate, Efficient estimation in models with independence restrictions, NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR, DENIS SARGAN: SOME PERSPECTIVES, Semiparametric estimation of the type-3 Tobit model, SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL, ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION, NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS, Qualitative and asymptotic performance of SNP density estimators, Volume, volatility, and leverage: A dynamic analysis, Artificial neural networks: an econometric perspective∗, Series estimation under cross-sectional dependence, A nonparametric predictive regression model using partitioning estimators based on Taylor expansions, Semi-parametric single-index predictive regression models with cointegrated regressors, Empirical likelihood estimation and consistent tests with conditional moment restrictions, Asymptotic theory for partly linear models, Asymptotic properties of some estimators for partly linear stationary autoregressive models, Nonparametric specification testing via the trinity of tests, Parameter estimation of ODE's via nonparametric estimators, Simple estimators for nonparametric panel data models with sample attrition, Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators, Minimum normal approximation error bandwidth selection for averaged derivatives., Estimating the error distribution function in semiparametric additive regression models, On the root-\(n\)-consistent semiparametric estimation of partially linear models, Are regression series estimators efficient in practice? A computational comparison study, Second order approximation in a linear regression with heteroskedasticity of unknown form, Revisiting the flexibility and regularity properties of the asymptotically ideal production model, Testing for additivity in partially linear regression with possibly missing responses, Sieve \(M\) inference on irregular parameters, Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule, Uniform nonparametric inference for time series, A semiparametric derivative estimator in log transformation models, UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES, On the asymptotic normality of Fourier flexible form estimates, Some new asymptotic theory for least squares series: pointwise and uniform results, Root-n-consistent semiparametric estimation of partially linear models based on k-nn method, Sieve estimation of panel data models with cross section dependence, The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions, Identification and nonparametric estimation of a transformed additively separable model, Semiparametric and nonparametric estimation of sample selection models under symmetry, A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving, Root-n-consistent estimation of partially linear time series models, Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case, Estimating partially linear panel data models with one-way error components, Efficient estimation of a semiparametric partially linear varying coefficient model, Monte Carlo integration with a growing number of control variates, Estimation of panel data partly specified Tobit regression with fixed effects, Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions, Pursuit of dynamic structure in quantile additive models with longitudinal data, Tests of specification for parametric and semiparametric models, GMM inference when the number of moment conditions in large, Identification and sequential estimation of panel data models with insufficient exclusion restrictions, Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions, GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES, Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation, Estimation and inference of semiparametric models using data from several sources, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS, Conditional quantile processes based on series or many regressors, THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY, A consistent nonparametric test for serial independence, Distribution-free estimation of the random coefficient dummy endogenous variable model, Change‐point monitoring in linear models, Testing heteroscedasticity in partially linear regression models, Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data, Uniform laws of large numbers and stochastic Lipschitz-continuity, Fuzzy parametric sample selection model: Monte Carlo simulation approach, Nonparametric estimation of marginal effects in regression-spline random effects models, Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints, A simple consistent specification test, Model specification tests in nonparametric stochastic regression models, Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors, Consistent specification tests for semiparametric/nonparametric models based on series estimation methods, Semiparametric instrumental variables estimation, Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models, Semiparametric instrumental variable estimation of treatment response models., Instrumental variables estimators of nonparametric models with discrete endogenous regressors
