An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
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Cites work
- Adaptive parametric test in a semiparametric regression model
- Asymptotic distribution of the weighted least squares estimator
- Asymptotic theory for partly linear models
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Convergence rates for parametric components in a partly linear model
- Data-driven efficient estimators for a partially linear model
- Estimating Heteroscedastic Variances in Linear Models
- Estimation for a linear regression model with unknown diagonal covariance matrix
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- Large sample theory of the estimation of the error distribution for a semiparametric model
- Local linear estimation in partly linear models
- Ordinary and weighted least-squares estimators
- Series estimation of semilinear models
- The laws of the iterated logarithm of some estimates in partly linear models
Cited in
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- Joint asymptotics for semi-nonparametric regression models with partially linear structure
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- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
- Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration
- Local influence for Liu estimators in semiparametric linear models
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