Pages that link to "Item:Q4733276"
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The following pages link to Semiparametric Estimation of Index Coefficients (Q4733276):
Displayed 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Censored multiple regression by the method of average derivatives (Q558066) (← links)
- Optimal bandwidth choice for density-weighted averages (Q1126477) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations (Q1209890) (← links)
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism (Q1260680) (← links)
- Semiparametric estimation of a work-trip mode choice model (Q1260682) (← links)
- Nonparametric identification and estimation of polychotomous choice models (Q1260685) (← links)
- On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable (Q1298464) (← links)
- Distribution-free estimation of the random coefficient dummy endogenous variable model (Q1298482) (← links)
- Dimension-reduction type test for linearity of a stochastic regression model (Q1299826) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Misclassification of the dependent variable in a discrete-response setting (Q1305631) (← links)
- Specification test for binary choice models based on index quantiles (Q1314480) (← links)
- Non-parametric test of derivative restrictions robust to functional misspecification (Q1331512) (← links)
- Nonparametric estimation of joint discrete-continuous probability densities with applications (Q1338379) (← links)
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models (Q1341182) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
- Consistent estimation of density-weighted average derivative by orthogonal series method (Q1347180) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Semiparametric estimation of the type-3 Tobit model (Q1367136) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Efficient estimation in conditional single-index regression (Q1403413) (← links)
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625) (← links)
- Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
- Deconvolution kernel estimator for mean transformation with ordinary smooth error. (Q1424447) (← links)
- Are efficient estimators in single-indexed models really efficient? A computational discussion (Q1424611) (← links)
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables (Q1580343) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- Rank estimation of a location parameter in the binary choice model (Q1586551) (← links)
- Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
- Likelihood-based local polynomial fitting for single-index models (Q1599242) (← links)
- Identifying the sign of the slope of a monotonic function via OLS. (Q1605276) (← links)
- The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach. (Q1605433) (← links)
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
- Asymptotics for kernel estimate of sliced inverse regression (Q1816971) (← links)
- The quasi-likelihood estimation in regression (Q1817396) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty (Q1893416) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- Semiparametric estimation of partially linear panel data models (Q1915459) (← links)
- Efficient estimation of binary choice models under symmetry (Q1973434) (← links)
- Kernel order selection by minimum bootstrapped MSE for density weighted averages (Q2486221) (← links)
- A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression (Q2502147) (← links)