Root-N-Consistent Semiparametric Regression
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heteroskedasticityidentificationcentral limit theoremseemingly unrelated regressionssimultaneous equationsleast squares estimatorsemiparametric regressionmultiple regressionnonparametric regression estimatorsSUR modeleconometric modelsdistributed lagsasymptotic first-order efficiencykernel nonparametric estimatorsMonte Carlo study of finite- sample performanceroot N-consistent estimationsample selectivity modelsunknown slope coefficient vector
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- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
- On the root-n-consistent semiparametric estimation of partially linear models
- scientific article; zbMATH DE number 151794
- Estimation theory of a class of semiparametric regression models
- scientific article; zbMATH DE number 410141
Cited in
(only showing first 100 items - show all)- Nonparametric estimation for dependent data
- Measuring Nonlinear Granger Causality in Mean
- Statistical inference in the partial linear models with the double smoothing local linear regression method
- Threshold regression with endogeneity
- Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
- Semiparametric modal regression with varying coefficients and measurement error
- NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS
- Semiparametric inference based on adaptively collected data
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Local Linear Forests
- Semiparametric autoregressive conditional duration model: theory and practice
- Multivariate partially linear regression in the presence of measurement error
- Partial linear modelling with multi-functional covariates
- Double kernel nonparametric estimation in semlparametric econometric models
- Communication-efficient distributed estimation of partially linear additive models for large-scale data
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- Semiparametric regression under long-range dependent errors.
- Root-n consistency of intercept estimators in a binary response model under tail restrictions
- Estimation of partly linear additive hazards model with left-truncated and right-censored data
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Distributed debiased estimation of high-dimensional partially linear models with jumps
- Testing conditional independence in casual inference for time series data
- Estimation and variable selection in partial linear single index models with error-prone linear covariates
- Statistical Challenges in Online Controlled Experiments: A Review of A/B Testing Methodology
- Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
- Flexible inference of optimal individualized treatment strategy in covariate adjusted randomization with multiple covariates
- Robust estimates in generalized partially linear single-index models
- Testing for cointegration using partially linear models
- A nonparametric test for changing trends
- A new test for high‐dimensional regression coefficients in partially linear models
- Using \(P\)-splines to test the linearity of partially linear models
- Randomized experiments from non-random selection in U.S. House elections
- Simultaneous inference of the partially linear model with a multivariate unknown function
- Comment: Invariance and causal inference
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- A sup-norm oracle inequality for a partially linear regression model
- Nearest-neighbour estimation of semiparametric regression models
- Nonparametric and Semiparametric Estimation with Discrete Regressors
- On the rates of convergence of “minimum l1-norm” estimates in a partly linear model
- Significance testing in nonparametric regression based on the bootstrap.
- Simultaneous inference of a partially linear model in time series
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- A simple nonparametric conditional quantile estimator for time series with thin tails
- Dealing with bottled water expenditures data with zero observations: A semiparametric specification
- On the choice between sample selection and two-part models
- Group selection in high-dimensional partially linear additive models
- Block empirical likelihood for longitudinal partially linear regression models
- Estimation of some partially specified nonlinear models
- Statistical tests in the partially linear additive regression models
- Semiparametric partially linear varying coefficient modal regression
- Vaccination policy and mortality from COVID-19 in the European Union
- Double robustness for complier parameters and a semi-parametric test for complier characteristics
- Testing linearity in semi-parametric functional data analysis
- Estimation and uniform inference in sparse high-dimensional additive models
- Goodness-of-fit tests in semi-linear models
- Orthogonal statistical learning
- Semiparametric Bayesian networks for continuous data
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Minimum distance partial linear regression model checking with Berkson measurement errors
- A semi-parametric estimator for censored selection models with endogeneity
- Functional coefficient instrumental variables models
- scientific article; zbMATH DE number 7547166 (Why is no real title available?)
- Estimating panel data models in the presence of endogeneity and selection
- Non-parametric regression for binary dependent variables
- Simple Estimators for Invertible Index Models
- Jackknifing type weighted least squares estimators in partially linear regression models.
- Semiparametric estimation in triangular system equations with nonstationarity
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
- Empirical likelihood for partial linear models
- Local polynomial estimation in partial linear regression models under dependence
- Consistency of two-step sample selection estimators despite misspecification of distribution
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
- Reconsidering the labeling effect for child benefits: Evidence from a transition economy
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors
- Series estimation of semilinear models
- F statistics for high-dimensional inference of linear model
- Two-step estimation of heteroskedastic sample selection models
- Consistent specification test for partially linear models with the k-nearest-neighbor method
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- Estimation in semi-parametric regression with non-stationary regressors
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
- Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment
- A flexible nonparametric test for conditional independence
- Penalized robust learning for optimal treatment regimes with heterogeneous individualized treatment effects
- Statistical inference on seemingly unrelated varying coefficient partially linear models
- Penalized spline estimation in the partially linear model
- Stein-rule M-estimation in sparse partially linear models
- Sieve least squares estimation for partially nonlinear models
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
- Semiparametric expectile regression for high-dimensional heavy-tailed and heterogeneous data
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
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