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

DOI10.1016/J.CSDA.2020.107145OpenAlexW3099428863MaRDI QIDQ830451FDOQ830451

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

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zbMATH Keywords

MAVEendogeneityinstrumental variableGMMlocal linear smootherpartially linear single-index

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Semi-parametric estimation of partially linear single-index models
• Title not available (Why is that?)
• Generalized Partially Linear Single-Index Models
• Estimation and testing for partially linear single-index models
• Instrumental Variables Regression with Independent Observations
• An Adaptive Estimation of Dimension Reduction Space
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Instrumental Variable Estimation of Nonparametric Models
• Instrumental regression in partially linear models
• Functional coefficient instrumental variables models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Nonparametric methods for inference in the presence of instrumental variables
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Estimation for Partially Linear Single-index Instrumental Variables 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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