Characterization of the asymptotic distribution of semiparametric M-estimators
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Publication:737241
DOI10.1016/J.JECONOM.2010.05.005zbMATH Open1395.62032OpenAlexW2152101488MaRDI QIDQ737241FDOQ737241
Authors: Hidehiko Ichimura, Sokbae Lee 
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.05.005
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Cites Work
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- Two-stage rank estimation of quantile index models
- A limit theorem for a smooth class of semiparametric estimators
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- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
Cited In (29)
- Semiparametric estimation of a Box-Cox transformation model with varying coefficients model
- Informational content of special regressors in heteroskedastic binary response models
- On -characteristic functions and applications to asymptotic statistical inference
- A corrected Clarke test for model selection and beyond
- High dimensional single index models
- Improved doubly robust estimation in learning optimal individualized treatment rules
- A simple iterative Z-estimator for semiparametric models
- Semiparametric models with single-index nuisance parameters
- A correlated random coefficient panel model with time-varying endogeneity
- Quantile index coefficient model with variable selection
- An estimating equation for censored and truncated quantile regression
- Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
- Semiparametric efficiency for partially linear single-index regression models
- The Asymptotic Variance of Semiparametric Estimators
- Design-adaptive nonparametric estimation of conditional quantile derivatives
- A high-dimensional single-index regression for interactions between treatment and covariates
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Semiparametric estimation with generated covariates
- Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
- Nonparametric two-step sieve M estimation and inference
- A simple estimator for binary choice models with endogenous regressors
- Semiparametric \(M\)-estimation with non-smooth criterion functions
- An averaging estimator for two-step m-estimation in semiparametric models
- A direct approach to inference in nonparametric and semiparametric quantile models
- Simple semiparametric estimation of ordered response models
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Corrigendum to ``Characterization of the asymptotic distribution of semiparametric M-estimators
- Characteristic function-based semiparametric inference for skew-symmetric models
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