Root-N-Consistent Semiparametric Regression
From MaRDI portal
Publication:3792119
DOI10.2307/1912705zbMath0647.62100MaRDI QIDQ3792119
Publication date: 1988
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/05008d0d170abd5c19311f50477a0d681422b0df
identification; semiparametric regression; central limit theorem; least squares estimator; simultaneous equations; heteroskedasticity; seemingly unrelated regressions; multiple regression; nonparametric regression estimators; SUR model; econometric models; distributed lags; asymptotic first-order efficiency; kernel nonparametric estimators; Monte Carlo study of finite- sample performance; root N-consistent estimation; sample selectivity models; unknown slope coefficient vector
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
62J02: General nonlinear regression
Related Items
Nonparametric bootstrap analysis with applications to demographic effects in demand functions, Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors, Multilevel and nonlinear panel data models, Estimation in partially linear models with missing responses at random, Optimal bandwidth choice for density-weighted averages, A nonparametric test for poolability using panel data, Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models, Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations, Calculating the (local) semiparametric efficiency bounds for the generated regressors problem, Semiparametric estimation of censored selection models with a nonparametric selection mechanism, On the computation of semiparametric estimates in limited dependent variable models, An elementary nonparametric differencing test of equality of regression functions, A matrix extension of the Cauchy-Schwarz inequality, Consistency of two-step sample selection estimators despite misspecification of distribution, A consistent nonparametric test for serial independence, Stochastic panel frontiers: A semiparametric approach, Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable, Estimation of an autoregressive semiparametric model with exogenous variables, Consistent model specification tests for time series econometric models, Semiparametric regression under long-range dependent errors., Testing serial correlation in semiparametric panel data models, A simple consistent bootstrap test for a parametric regression function, On residual sums of squares in non-parametric autoregression, Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules, Nonparametric estimation of joint discrete-continuous probability densities with applications, Semiparametric instrumental variable estimation of simultaneous equation sample selection models, Semiparametric estimation from time series with long-range dependence, Estimation of the autocorrelation coefficient in the presence of a regression trend, A limit theorem for a smooth class of semiparametric estimators, Two-step estimation of heteroskedastic sample selection models, Semiparametric maximum likelihood estimation of polychotomous and sequential choice models, Semiparametric approximation methods in multivariate model selection, A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators, Semiparametric inference in a partial linear model, The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations, Estimation of some partially specified nonlinear models, On parameter estimation for semi-linear errors-in-variables models, An elementary estimator of the partial linear model, Conditional independence in sample selection models, Semiparametric-efficient estimation of AR(1) panel data models., Minimum normal approximation error bandwidth selection for averaged derivatives., Robust estimators in semiparametric partly linear regression models., Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors, Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables, Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model, Averaged singular integral estimation as a bias reduction technique, On instrumental variable estimation of semiparametric dynamic panel data models., The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach., Dealing with bottled water expenditures data with zero observations: A semiparametric specification, Reconsidering the labeling effect for child benefits: Evidence from a transition economy, Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates, On bandwidth selection in partial linear regression models under dependence, Jackknifing in partially linear regression models with serially correlated errors, Wavelet estimation in varying-coefficient partially linear regression models, An efficient marginal integration estimator of a semiparametric additive modelling, Efficient estimation of a semiparametric partially linear varying coefficient model, Tests of specification for parametric and semiparametric models, A Hausman specification test based on root-\(N\)-consistent semiparametric estimators, Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome, Testing for ARCH in the presence of a possibly misspecified conditional mean, Identification and sequential estimation of panel data models with insufficient exclusion restrictions, Significance testing in nonparametric regression based on the bootstrap., Finite sample behavior of two step estimators in selection models, Model specification tests in nonparametric stochastic regression models, Symmetrizing and unitizing transformations for linear smoother weights, Consistent specification tests for semiparametric/nonparametric models based on series estimation methods, Semiparametric instrumental variables estimation, Jackknifing type weighted least squares estimators in partially linear regression models., Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors, Empirical likelihood for partial linear models, Asymptotic normality of pseudo-LS estimator for partly linear autoregression models, Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty, The laws of the iterated logarithm of some estimates in partly linear models, Semiparametric estimation of partially linear panel data models, Smoothing bias in the measurement of marginal effects, On the choice between sample selection and two-part models, Efficient estimation in a semiparametric additive regression model with autoregressive errors, Root-n consistent estimation in partly linear regression models, Testing the rank of Engel curves with endogenous expenditure, Asymptotic normality of a combined regression estimator, Nonparametric tests for model selection with time series data, Nonparametric inference on structural breaks, Statistical inference of partially linear regression models with heteroscedastic errors, Kernel estimation of a partially linear additive model, Kernel order selection by minimum bootstrapped MSE for density weighted averages, Statistical inference in a panel data semiparametric regression model with serially correlated errors, Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model, The law of iterated logarithm of estimators for partially linear panel data models, Semi-parametric estimation of partially linear single-index models, Multivariate partially linear models, Rate optimal estimation with the integration method in the presence of many covariates, Model robust regression: combining parametric, nonparametric, and semiparametric methods, PARTIALLY LINEAR MODELS WITH UNIT ROOTS, MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS, NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS, Non-parametric regression for binary dependent variables, Semiparametric methods in applied econometrics: do the models fit the data?, Robust Tests in Semiparametric Partly Linear Models, Root-n-consistent estimation of partially linear time series models, Estimating partially linear panel data models with one-way error components, Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations, SEMIPARAMETRIC TIME SERIES REGRESSION, Asymptotic properties of some estimators for partly linear stationary autoregressive models, Nearest-neighbour estimation of semiparametric regression models, Root-n-consistent semiparametric estimation of partially linear models based on k-nn method, A modified estimator of error variance in a partly linear model, Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models, A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS, PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS, CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS, EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL, ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS, An overview of model-robust regression, An Adaptive Estimation of Dimension Reduction Space, Double kernel nonparametric estimation in semlparametric econometric models, Large sample theory of the estimation of the error distribution for a semiparametric model, Testing in partial linear regression models with dependent errors, Measuring the costs of children: parametric and semiparametric estimators1, On the rates of convergence of “minimum l1-norm” estimates in a partly linear model, Second order approximation in a linear regression with heteroskedasticity of unknown form, Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study, SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS, Block empirical likelihood for longitudinal partially linear regression models, On Variance Estimation in Semiparametric Regression Models, Estimation and inference in partially linear models with smoothing splines, An equality test across nonparametric regressions, Local linear regression for estimating time series data., Rao's score test with nonparametric density estimators, Plug-in bandwidth choice in partial linear models with autoregressive errors, Goodness-of-fit tests for kernel regression with an application to option implied volatilities, ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM, A test of normality using nonparametrlic residuals
