Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
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Publication:4373276
DOI10.1080/07474939708800396zbMath0914.62028OpenAlexW2080804530WikidataQ126255642 ScholiaQ126255642MaRDI QIDQ4373276
Publication date: 27 June 1999
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939708800396
Related Items (5)
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Consistent specification test for partially linear models with the k-nearest-neighbor method ⋮ Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
Cites Work
- On asymptotically efficient estimation in semiparametric models
- Convergence rates for partially splined models
- Convergence rates for parametric components in a partly linear model
- Multivariate k-nearest neighbor density estimates
- Series estimation of semilinear models
- Semiparametric estimation of partially linear panel data models
- Smoothness Priors and Nonlinear Regression
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Root-N-Consistent Semiparametric Regression
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Efficiency Bounds for Semiparametric Regression
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Nearest-neighbour estimation of semiparametric regression models
- On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
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