Pages that link to "Item:Q494171"

The following pages link to Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171):

Displaying 47 items.

• Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
• Local asymptotics for nonparametric quantile regression with regression splines (Q310674) (← links)
• Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
• On cross-validated Lasso in high dimensions (Q820794) (← links)
• Statistical data integration in survey sampling: a review (Q830265) (← links)
• Nonparametric estimation in case of endogenous selection (Q1652959) (← 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)
• Uniform confidence bands: characterization and optimality (Q1745621) (← links)
• Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Nonparametric regression with selectively missing covariates (Q2024472) (← links)
• Volatility coupling (Q2054472) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• Learning the smoothness of noisy curves with application to online curve estimation (Q2136651) (← links)
• A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
• Sieve extremum estimation of a semiparametric transformation model (Q2179767) (← links)
• Trinity tests of functions for conditional moment models (Q2181719) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning (Q2218090) (← links)
• Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning (Q2218092) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• Penalized spline estimation in the partially linear model (Q2374410) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Nonparametric identification in panels using quantiles (Q2516311) (← links)
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
• Varying random coefficient models (Q2658751) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Risk bounds when learning infinitely many response functions by ordinary linear regression (Q2686603) (← links)
• Smooth Contextual Bandits: Bridging the Parametric and Nondifferentiable Regret Regimes (Q5060501) (← links)
• Series estimation for single‐index models under constraints (Q5117660) (← links)
• Towards optimal doubly robust estimation of heterogeneous causal effects (Q5983157) (← links)
• Efficient estimation of a triangular system of equations for quantile regression (Q6047330) (← links)
• Large Sample Properties of Matching for Balance (Q6092946) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
• Retire: robust expectile regression in high dimensions (Q6150528) (← links)
• Projected state-action balancing weights for offline reinforcement learning (Q6183753) (← links)
• Reweighted nonparametric likelihood inference for linear functionals (Q6184890) (← links)
• Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
• Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)
• Local regression distribution estimators (Q6199643) (← links)
• Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)
• Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)