Nonparametric two-step sieve M estimation and inference
From MaRDI portal
Publication:4554604
DOI10.1017/S0266466618000014zbMATH Open1406.62027OpenAlexW3121726259WikidataQ129925159 ScholiaQ129925159MaRDI QIDQ4554604FDOQ4554604
Authors: Jinyong Hahn, Zhipeng Liao, Geert Ridder 
Publication date: 9 November 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466618000014
Recommendations
- Sieve semiparametric two-step GMM under weak dependence
- Sieve \(M\) inference on irregular parameters
- Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Two-step semiparametric empirical likelihood inference
Cites Work
- Econometric analysis of cross section and panel data.
- Nonparametric regression with nonparametrically generated covariates
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
- Two-step series estimation of sample selection models
- The Asymptotic Variance of Semiparametric Estimators
- Nonparametric Estimation of Sample Selection Models
- Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
- Identification and estimation of triangular simultaneous equations models without additivity
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Identification in Nonseparable Models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- On methods of sieves and penalization
- Sieve Extremum Estimates for Weakly Dependent Data
- The Dynamics of Productivity in the Telecommunications Equipment Industry
- A method of moments interpretation of sequential estimators
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Endogeneity in Semiparametric Binary Response Models
- Nonparametric Censored and Truncated Regression
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Censored regression quantiles with endogenous regressors
- Endogeneity in quantile regression models: a control function approach
- Sieve \(M\) inference on irregular parameters
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Asymptotic variance of semiparametric estimators with generated regressors
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Semiparametric estimation with generated covariates
Cited In (10)
- Universal sieve-based strategies for efficient estimation using machine learning tools
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Safety surveillance and the estimation of risk in select populations: flexible methods to control for confounding while targeting marginal comparisons via standardization
- IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- Using monotonicity restrictions to identify models with partially latent covariates
- Sieve semiparametric two-step GMM under weak dependence
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
- Nonlinear panel data models with distribution-free correlated random effects
- Sieve \(M\) inference on irregular parameters
This page was built for publication: Nonparametric two-step sieve M estimation and inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4554604)
