Pages that link to "Item:Q4284148"
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The following pages link to Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity (Q4284148):
Displaying 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- Informational content of special regressors in heteroskedastic binary response models (Q284314) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- A fast resample method for parametric and semiparametric models (Q469558) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations (Q1209890) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- An estimating equation for censored and truncated quantile regression (Q1658129) (← links)
- Estimation of partially linear regression models under the partial consistency property (Q1658378) (← links)
- A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes (Q1668582) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Feasible generalized least squares using support vector regression (Q1714071) (← links)
- General rank-based estimation for regression single index models (Q1786907) (← links)
- Semiparametric instrumental variables estimation (Q1868975) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
- Testing identification strength (Q2227047) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- General local rank estimation for single-index varying coefficient models (Q2317307) (← links)
- Inference in semiparametric binary response models with interval data (Q2343751) (← links)
- Quantile regression with censoring and endogeneity (Q2346027) (← links)
- Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
- Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
- On the root-\(n\)-consistent semiparametric estimation of partially linear models (Q2442558) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Uniform CLT for empirical process (Q2485830) (← links)
- Robustness checks and robustness tests in applied economics (Q2512608) (← links)
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
- Model selection in the presence of incidental parameters (Q2516318) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- Nonparametric regression with rescaled time series errors (Q2852596) (← links)
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS (Q2929842) (← links)
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
- Strong consistency of the general rank estimator (Q2980115) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
