Iterative GMM for partially linear single-index models with partly endogenous regressors

DOI10.1016/J.CSDA.2020.107145MaRDI QIDQ830451zbMATH OpenOpenAlexFDO

Authors Hong-Fan Zhang

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107145

zbMATH Keywords

MAVEendogeneityinstrumental variableGMMlocal linear smootherpartially linear single-index

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• An Adaptive Estimation of Dimension Reduction Space
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Estimation and testing for partially linear single-index models
• Estimation for Partially Linear Single-index Instrumental Variables Models
• Functional coefficient instrumental variables models
• Generalized Partially Linear Single-Index Models
• Instrumental Variable Estimation of Nonparametric Models
• Instrumental Variables Regression with Independent Observations
• Instrumental regression in partially linear models
• Large Sample Properties of Generalized Method of Moments Estimators
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Nonparametric methods for inference in the presence of instrumental variables
• Semi-parametric estimation of partially linear single-index models
• Semiparametric estimation of partially varying-coefficient dynamic panel data models
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables

Cited in

(1)

• GMM estimation in partial linear models with endogenous covariates causing an over-identified problem

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