Semiparametric efficiency bounds
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(only showing first 100 items - show all)- Nonparametric IV estimation of local average treatment effects with covariates
- Estimation of survival quantiles in two-stage randomization designs
- Doubly robust difference-in-differences estimators
- Efficient estimation in sufficient dimension reduction
- An analytic method for randomized trials with informative censoring. II
- Adaptive estimation in time series regression models
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- Efficiency bounds for some semiparametric selection models
- Some efficiency bounds for semiparametric discrete choice models
- Consistency of two-step sample selection estimators despite misspecification of distribution
- Stochastic panel frontiers: A semiparametric approach
- Specification test for binary choice models based on index quantiles
- A random linear functional approach to efficiency bounds
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
- Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction
- Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry
- Adaptive estimation in time-series models
- Semiparametric estimation of the type-3 Tobit model
- Efficient estimation in semiparametric GARCH models
- Correcting for non-compliance in randomized trials using rank preserving structural failure time models
- Semiparametric-efficient estimation of AR(1) panel data models.
- Neural networks and statistical inference: seeking robust and efficient learning
- Nonparametric shape-restricted regression
- Semiparametric efficient adaptive estimation of the GJR-GARCH model
- Efficient semiparametric estimation for Gini inequality treatment effects
- Semiparametric efficiency bounds for high-dimensional models
- Efficient estimation from right-censored data when failure indicators are missing at random
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
- Case-control studies with contaminated controls
- A simple test for multivariate conditional symmetry
- Efficient distribution estimation for data with unobserved sub-population identifiers
- Efficient parameter estimation in regression with missing responses
- Integration and backfitting methods in additive models -- finite sample properties and comparison
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
- Scale calibration for high-dimensional robust regression
- Semiparametrically efficient estimation of the average linear regression function
- Batch policy learning in average reward Markov decision processes
- Asymptotic behavior of solutions: an application to stochastic NLP
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
- Meeting the assumptions of inverse-intensity weighting for longitudinal data subject to irregular follow-up: suggestions for the design and analysis of clinic-based cohort studies
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
- Robust estimation with exponentially tilted Hellinger distance
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors
- IV estimation of panels with factor residuals
- Efficient estimation of quantiles in missing data models
- Semiparametric efficiency in GMM models with auxiliary data
- Sieve \(M\) inference on irregular parameters
- Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder)
- Endogeneity in high dimensions
- Structural nested models and G-estimation: the partially realized promise
- Efficient estimation and stratified sampling
- Comparison between two partial likelihood approaches for the competing risks model with missing cause of failure
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Estimating dynamic equilibrium models using mixed frequency macro and financial data
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Semiparametric efficient adaptive estimation of asymmetric GARCH models
- On efficient estimation of the ordered response model
- Asymptotic properties of Monte Carlo estimators of diffusion processes
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- Informational content of special regressors in heteroskedastic binary response models
- Semiparametric multivariate volatility models
- Efficient semiparametric estimation of duration models with unobserved heterogeneity
- Variance estimation in the analysis of microarray data
- Estimation under inequality constraints: semiparametric estimation of conditional duration models
- Distribution-Free Runs Test for Conditional Symmetry
- The intensity-score approach to adjusting for confounding
- Generalized additive selection models for the analysis of studies with potentially nonignorable missing outcome data
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA
- Single-index modelling of conditional probabilities in two-way contingency tables
- Regression analysis of biased case-control data
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
- Efficient estimation in models with independence restrictions
- On Confounding, Prediction and Efficiency in the Analysis of Longitudinal and Cross‐sectional Clustered Data
- A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
- Semiparametric estimation in single index Poisson regression: A practical approach
- Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry
- Semiparametric inference with kernel likelihood
- Improving Semiparametric Estimation by Using Surrogate Data
- Estimating partially linear panel data models with one-way error components
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Efficiency Bounds for Semiparametric Regression
- Semiparametric estimation of treatment effect with time-lagged response in the presence of informative censoring
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
- An improved estimator for models with randomly missing data
- A note on adaptation in garch models
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Semiparametric estimation of separable models with possibly limited dependent variables
- On the Asymptotic Efficiency of Directional Models Checks for Regression
- Nonparametric instrumental variables and regular estimation
- Correcting for non-compliance in randomized trials using structural nested mean models
- Second order approximation in a linear regression with heteroskedasticity of unknown form
- A semiparametric approach to dimension reduction
- A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties
- Adaptive estimation of the threshold point in threshold regression
- R-estimation in semiparametric dynamic location-scale models
- Efficiently Breaking the Curse of Horizon in Off-Policy Evaluation with Double Reinforcement Learning
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
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