Efficient estimation in models with independence restrictions
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Cites work
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A simplified approach to computing efficiency bounds in semiparametric models
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic efficiency in estimation with conditional moment restrictions
- Closest Empirical Distribution Estimation
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Convergence rates and asymptotic normality for series estimators
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Efficient Semiparametric Estimation of Expectations
- Efficient Semiparametric Estimation via Moment Restrictions
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
- Generalization of GMM to a continuum of moment conditions
- Identification and Estimation of Local Average Treatment Effects
- Identification in Nonparametric Simultaneous Equations Models
- Information and asymptotic efficiency in parametric-nonparametric models
- Instrumental variable estimation of nonseparable models
- Instrumental variables estimation with flexible distributions
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Nonparametric Estimation of Nonadditive Random Functions
- On adaptive estimation
- On the asymptotic normality of Fourier flexible form estimates
- Root-N-Consistent Semiparametric Regression
- Semiparametric efficiency bounds
- Semiparametric inference in a partial linear model
- Semi‐parametric estimation of non‐separable models: a minimum distance from independence approach
- The Asymptotic Variance of Semiparametric Estimators
- Weak convergence and empirical processes. With applications to statistics
- Weighted Minimum Mean-Square Distance from Independence Estimation
Cited in
(18)- Restricted independence in displacement function for better estimation of cyclicity
- Estimating causal effects with hidden confounding using instrumental variables and environments
- Linear Regression Models under Conditional Independence Restrictions
- Imposing inequality restrictions: Efficiency gains from economic theory
- Optimal restricted estimation for more efficient longitudinal causal inference
- Individual welfare analysis: random quasilinear utility, independence, and confidence bounds
- Efficient Estimation in the Fine and Gray Model
- Nonparametric identification and estimation with discrete instruments and regressors
- Testing independence between exogenous variables and unobserved errors
- On the Derivation of Efficiency Results in Linear Estimation
- A simple derivation of the efficiency bound for conditional moment restriction models
- Instrumental variable estimation of distributional causal effects
- GMM quantile regression
- Imposing Independence Constraints in the CP Model
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient specification tests for limited dependent variable models
- Efficient estimation for a subclass of shape invariant models
- Instrumental variable quantile regression under random right censoring
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