Pages that link to "Item:Q1362062"
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The following pages link to Convergence rates and asymptotic normality for series estimators (Q1362062):
Displaying 50 items.
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
- Two-step series estimation of sample selection models (Q158714) (← links)
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors (Q261905) (← links)
- A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
- Estimating multivariate latent-structure models (Q282450) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
- Polynomial spline estimation for partial functional linear regression models (Q311319) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models (Q337781) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Varying coefficient partially functional linear regression models (Q345381) (← links)
- Semi-parametric estimation for the Box-Cox transformation model with partially linear structure (Q362541) (← links)
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Some uniform convergence results for kernel estimators (Q382783) (← links)
- Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
- Spline estimators for semi-functional linear model (Q419160) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Finite sample behavior of a sieve profile estimator in the single index mode (Q895013) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- A tracking approach to parameter estimation in linear ordinary differential equations (Q902223) (← links)
- Two-stage local M-estimation of additive models (Q946384) (← links)
- Semiparametric additive isotonic regression (Q1011537) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Are regression series estimators efficient in practice? A computational comparison study (Q1424608) (← links)
- Semiparametric one-step estimation of a sample selection model with endogenous covariates (Q1621993) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
