Characterization of the asymptotic distribution of semiparametric M-estimators
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Cites work
- scientific article; zbMATH DE number 3933857 (Why is no real title available?)
- scientific article; zbMATH DE number 3574436 (Why is no real title available?)
- A limit theorem for a smooth class of semiparametric estimators
- An Efficient Semiparametric Estimator for Binary Response Models
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Bootstrap Methods for Median Regression Models
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Convergence of stochastic processes
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Matching As An Econometric Evaluation Estimator
- Nonparametric Estimation of Sample Selection Models
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On average derivative quantile regression
- Root-N-Consistent Semiparametric Regression
- Semiparametric Estimation of Index Coefficients
- Semiparametric efficiency in GMM models with auxiliary data
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Sieve Extremum Estimates for Weakly Dependent Data
- Single-index quantile regression
- The Asymptotic Variance of Semiparametric Estimators
- Two-stage rank estimation of quantile index models
- Weak convergence and empirical processes. With applications to statistics
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
- High dimensional single index models
- A corrected Clarke test for model selection and beyond
- A simple iterative Z-estimator for semiparametric models
- Improved doubly robust estimation in learning optimal individualized treatment rules
- Semiparametric models with single-index nuisance parameters
- Quantile index coefficient model with variable selection
- An estimating equation for censored and truncated quantile regression
- A correlated random coefficient panel model with time-varying endogeneity
- 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
- A direct approach to inference in nonparametric and semiparametric quantile models
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- An averaging estimator for two-step m-estimation in semiparametric models
- Simple semiparametric estimation of ordered response models
- Corrigendum to ``Characterization of the asymptotic distribution of semiparametric M-estimators
- Characteristic function-based semiparametric inference for skew-symmetric models
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