SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
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(31)- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Generated regressors in linear and nonlinear models
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate
- Sample selection models with monotone control functions
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
- Estimation of a partially linear additive model with generated covariates
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Semiparametric models with single-index nuisance parameters
- A semi-parametric estimator for censored selection models with endogeneity
- Local polynomial estimation of nonparametric simultaneous equations models
- Testing structural change in partially linear models
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- Nonparametric regression with nonparametrically generated covariates
- Double kernel nonparametric estimation in semlparametric econometric models
- Nonparametric two-step sieve M estimation and inference
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- Semiparametric estimation of moment condition models with weakly dependent data
- Uniform convergence rates of kernel estimators with heterogeneous dependent data
- Semiparametric methods in nonlinear time series analysis: a selective review
- On endogeneity and shape invariance in extended partially linear single index models
- A simple data-driven estimator for the semiparametric sample selection model
- Semiparametric autoregressive conditional duration model: theory and practice
- Estimating and testing for smooth structural changes in moment condition models
- Semiparametric estimation for partially linear models with -weak dependent errors
- Sufficient forecasting using factor models
- Two-step semiparametric estimation of the type-3 Tobit model
- Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness
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