Root-N-Consistent Semiparametric Regression

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Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
Semiparametric additive isotonic regression
Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
SCAD-penalized regression in high-dimensional partially linear models
Local polynomial estimation in partial linear regression models under dependence
Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
Functional semiparametric partially linear model with autoregressive errors
Optimal bandwidth choice for density-weighted averages
A nonparametric test for poolability using panel data
Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
Regularizing double machine learning in partially linear endogenous models
Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
Semiparametric estimation of censored selection models with a nonparametric selection mechanism
On the computation of semiparametric estimates in limited dependent variable models
An elementary nonparametric differencing test of equality of regression functions
A matrix extension of the Cauchy-Schwarz inequality
Consistency of two-step sample selection estimators despite misspecification of distribution
A consistent nonparametric test for serial independence
Stochastic panel frontiers: A semiparametric approach
Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Estimation of an autoregressive semiparametric model with exogenous variables
Consistent model specification tests for time series econometric models
Semiparametric regression under long-range dependent errors.
Testing serial correlation in semiparametric panel data models
A simple consistent bootstrap test for a parametric regression function
On residual sums of squares in non-parametric autoregression
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Series estimation of semilinear models
Nonparametric estimation of joint discrete-continuous probability densities with applications
Semiparametric instrumental variable estimation of simultaneous equation sample selection models
Semiparametric estimation from time series with long-range dependence
Estimation of the autocorrelation coefficient in the presence of a regression trend
A limit theorem for a smooth class of semiparametric estimators
Two-step estimation of heteroskedastic sample selection models
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Semiparametric approximation methods in multivariate model selection
A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators
Semiparametric inference in a partial linear model
On estimating firm-level production functions using proxy variables to control for unobservables
The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
Estimation of some partially specified nonlinear models
On parameter estimation for semi-linear errors-in-variables models
An elementary estimator of the partial linear model
Conditional independence in sample selection models
Semiparametric-efficient estimation of AR(1) panel data models.
Minimum normal approximation error bandwidth selection for averaged derivatives.
Robust estimators in semiparametric partly linear regression models.
Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
Two-step series estimation of sample selection models
Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model
Averaged singular integral estimation as a bias reduction technique
On instrumental variable estimation of semiparametric dynamic panel data models.
The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach.
Dealing with bottled water expenditures data with zero observations: A semiparametric specification
Reconsidering the labeling effect for child benefits: Evidence from a transition economy
Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
On bandwidth selection in partial linear regression models under dependence
A semi-parametric panel data analysis on financial development-economic volatility nexus in developing countries
Asymptotic distribution-free tests for semiparametric regressions with dependent data
Estimation of partially linear regression models under the partial consistency property
On discrete Epanechnikov kernel functions
\(\sqrt{n}\)-consistent density estimation in semiparametric regression models
Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
Additive nonparametric instrumental regressions: a guide to implementation
A note on using ratio variables in regression analysis
Generalized F-test for high dimensional regression coefficients of partially linear models
Threshold regression with endogeneity
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Nonparametric specification testing via the trinity of tests
Consistent estimation of linear regression models using matched~data
Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
Statistical tests in the partially linear additive regression 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
Dimension reduction-based significance testing in nonparametric regression
Jackknifing in partially linear regression models with serially correlated errors
Wavelet estimation in varying-coefficient partially linear regression models
An efficient marginal integration estimator of a semiparametric additive modelling
Efficient estimation of a semiparametric partially linear varying coefficient model
A generalized partially linear framework for variance functions
Nonparametric tests for conditional symmetry
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Statistical inference for partially linear stochastic models with heteroscedastic errors
Tests of specification for parametric and semiparametric models
A Hausman specification test based on root-\(N\)-consistent semiparametric estimators
Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
Testing for ARCH in the presence of a possibly misspecified conditional mean
Identification and sequential estimation of panel data models with insufficient exclusion restrictions
Significance testing in nonparametric regression based on the bootstrap.
Finite sample behavior of two step estimators in selection models
Model specification tests in nonparametric stochastic regression models
Symmetrizing and unitizing transformations for linear smoother weights
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Semiparametric instrumental variables estimation
Jackknifing type weighted least squares estimators in partially linear regression models.
Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
Empirical likelihood for partial linear models

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