Pages that link to "Item:Q3349789"

The following pages link to Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models (Q3349789):

Displaying 50 items.

• Instrumental variables estimators of nonparametric models with discrete endogenous regressors (Q261905) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← 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)
• Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
• Semiparametric and nonparametric estimation of sample selection models under symmetry (Q530983) (← links)
• A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
• Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
• Series estimation under cross-sectional dependence (Q894633) (← links)
• Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
• Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
• Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule (Q1174639) (← links)
• On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Distribution-free estimation of the random coefficient dummy endogenous variable model (Q1298482) (← links)
• Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
• A simple consistent specification test (Q1311218) (← links)
• A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
• Two-step estimation of heteroskedastic sample selection models (Q1343375) (← links)
• Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
• Semiparametric approximation methods in multivariate model selection (Q1347855) (← links)
• Estimation of some partially specified nonlinear models (Q1362023) (← links)
• Convergence rates and asymptotic normality for series estimators (Q1362062) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• Semiparametric estimation of the type-3 Tobit model (Q1367136) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
• Are regression series estimators efficient in practice? A computational comparison study (Q1424608) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• Efficient estimation of a semiparametric partially linear varying coefficient model (Q1781161) (← links)
• Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• GMM inference when the number of moment conditions in large (Q1808550) (← links)
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions (Q1810670) (← links)
• Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
• Semiparametric instrumental variables estimation (Q1868975) (← links)
• Semiparametric instrumental variable estimation of treatment response models. (Q1869857) (← links)
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
• Parameter estimation of ODE's via nonparametric estimators (Q1951798) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)