On endogeneity and shape invariance in extended partially linear single index models

DOI10.1080/07474938.2019.1682313MaRDI QIDQ5861005zbMATH OpenOpenAlexFDO

Authors Patrick W. Saart, Jiti Gao, Nam Hyun Kim

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://orca.cardiff.ac.uk/139810/1/GKW.pdf

zbMATH Keywords

endogeneitycontrol function approachsemiparametric regression modelsextended generalized partially linear single-index

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

• [article; zbMATH DE number 47282 (Why is no real title available?)]
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• A kernel method of estimating structured nonparametric regression based on marginal integration
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• Confidence Bands in Nonparametric Regression
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Endogeneity in Semiparametric Binary Response Models
• Estimation in semiparametric spatial regression
• Generalized Partially Linear Single-Index Models
• Local polynomial estimation of nonparametric simultaneous equations models
• Nonlinear Time Series
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric Identification of Nonlinear Time Series: Projections
• Nonparametric econometrics. Theory and practice.
• On extended partially linear single-index models
• Optimal smoothing in single-index models
• Root-N-Consistent Semiparametric Regression
• SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Semi-parametric estimation of partially linear single-index models
• Semiparametric comparison of regression curves
• Semiparametric estimates and tests of base-independent equivalence scales
• Semiparametric estimation with generated covariates
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Cited in

(1)

• Simultaneous confidence bands and global inferences for extended partially linear single-index models

Describes a project that uses

Uses Software

• LBFGS-B

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