SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS

From MaRDI portal
Publication:4807303

DOI10.1017/S0266466602183034zbMath1109.62314OpenAlexW2136321376MaRDI QIDQ4807303

Q. Li, Jeffrey M. Wooldridge

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602183034




Related Items

A semi-parametric estimator for censored selection models with endogeneityTwo-step series estimation and specification testing of (partially) linear models with generated regressorsLocal polynomial estimation of nonparametric simultaneous equations modelsNONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCENonparametric cointegration analysis of the nominal interest rate and expected inflation rateTwo-step semiparametric estimation of the type-3 Tobit modelSemiparametric generalized least squares estimation in partially linear regression models with correlated errorsNonparametric regression with nonparametrically generated covariatesComputing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectationsTESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELSUNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATAComparing principal stratification and selection models in parametric causal inference with nonignorable missingnessSemiparametric methods in nonlinear time series analysis: a selective reviewSufficient forecasting using factor modelsUniform convergence of weighted sums of non and semiparametric residuals for estimation and testingSemiparametric models with single-index nuisance parametersStatistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariatesMORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORSEstimation of a partially linear additive model with generated covariatesSample selection models with monotone control functionsComputing semiparametric efficiency bounds in linear models with nonparametric regressorsOn endogeneity and shape invariance in extended partially linear single index modelsA Simple Data-Driven Estimator for the Semiparametric Sample Selection ModelSemiparametric Autoregressive Conditional Duration Model: Theory and PracticeSemiparametric estimation of moment condition models with weakly dependent data