Pages that link to "Item:Q4807303"
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The following pages link to SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS (Q4807303):
Displaying 25 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- A semi-parametric estimator for censored selection models with endogeneity (Q274888) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Two-step semiparametric estimation of the type-3 Tobit model (Q894581) (← links)
- Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness (Q961144) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations (Q2224998) (← links)
- Estimation of a partially linear additive model with generated covariates (Q2306249) (← links)
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors (Q2334304) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS (Q3377437) (← links)
- NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE (Q4554604) (← links)
- Two-step series estimation and specification testing of (partially) linear models with generated regressors (Q5040539) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- On endogeneity and shape invariance in extended partially linear single index models (Q5861005) (← links)
- A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model (Q5863561) (← links)
- Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565) (← links)
