Sieve instrumental variable quantile regression estimation of functional coefficient models
From MaRDI portal
Publication:898598
DOI10.1016/j.jeconom.2015.10.006zbMath1390.62049MaRDI QIDQ898598
Publication date: 18 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1716
endogeneity; instrumental variable; heterogeneity; panel data; specification test; sieve estimation; functional coefficient; structural quantile function
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
Identification and estimation in a linear correlated random coefficients model with censoring, Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing, A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS, On the unbiased asymptotic normality of quantile regression with fixed effects, Panel threshold models with interactive fixed effects, Non-separable models with high-dimensional data, Quantile regression estimation of partially linear additive models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Functional coefficient instrumental variables models
- Instrumental variable quantile regression: a robust inference approach
- Instrumental quantile regression inference for structural and treatment effect models
- Asymptotics for panel quantile regression models with individual effects
- Quantile regression for dynamic panel data with fixed effects
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Bootstrapping general empirical measures
- Penalized quantile regression for dynamic panel data
- Quantile regression with varying coefficients
- Quantile regression in partially linear varying coefficient models
- A quantile regression approach for estimating panel data models using instrumental variables
- A central limit theorem for generalized quadratic forms
- Comparing nonparametric versus parametric regression fits
- Convergence rates and asymptotic normality for series estimators
- Quantile regression in varying coefficient models.
- Local asymptotics for polynomial spline regression
- On parameters of increasing dimensions
- Statistical estimation in varying coefficient models
- Testing for structural change in conditional models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Quantile regression for longitudinal data
- Quantile regression with censoring and endogeneity
- Jackknife model averaging for quantile regressions
- Estimating and testing a quantile regression model with interactive effects
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Finite sample inference for quantile regression models
- Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
- A Score Based Approach to Wild Bootstrap Inference
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
- Wild bootstrap for quantile regression
- Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Simulation and the Asymptotics of Optimization Estimators
- Functional coefficient estimation with both categorical and continuous data
- Quantile and Probability Curves Without Crossing
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Regression Quantiles
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-Coefficient Autoregressive Models
- Quantile Regression Estimation of Panel Duration Models with Censored Data
- An IV Model of Quantile Treatment Effects
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Nonparametric Engel Curves and Revealed Preference
- Nonparametric Estimation of an Additive Quantile Regression Model
