Using Least Squares to Approximate Unknown Regression Functions
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(61)- Misspecified models with dependent observations
- Multivariate regression models for panel data
- Model specification tests. A simultaneous approach
- Imposing curvature restrictions on flexible functional forms
- Linear least squares estimates and nonlinear means
- Selecting the best linear regression model. A classical approach
- Time-varying linear regression via flexible least squares
- Elliptical multivariate analysis
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
- Some aspects of testing non-nested hypotheses
- Convergence rates and asymptotic normality for series estimators
- Two-step series estimation of sample selection models
- Identifying the sign of the slope of a monotonic function via OLS.
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances
- Asymptotic efficiency in estimation with conditional moment restrictions
- Estimation of limited dependent variable models by ordinary least squares and the method of moments
- Testing of monotonicity in parametric regression models
- Quasi-fixity and multiproduct firms
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique
- Maximum likelihood estimation for score-driven models
- Models as approximations. I. Consequences illustrated with linear regression
- Models as approximations. II. A model-free theory of parametric regression
- Rejoinder: Models as approximations
- Seminonparametric Bayesian estimation of the asymptotically ideal production model
- Trends in distributional characteristics: existence of global warming
- Two-sample instrumental variable analyses using heterogeneous samples
- Analytic standard errors for exploratory process factor analysis
- Goodness-of-fit and confidence intervals of approximate models
- Regression discontinuity inference with specification error
- Relative prices and electronic substitution: changes in household-level demand for postal delivery services from 1986 to 2004
- A NOTE ON IDENTIFICATION WITH AVERAGED DATA
- Nonparametric estimation of response coefficients
- Robust inference in contingency tables. I
- Revisiting the flexibility and regularity properties of the asymptotically ideal production model
- Non-linear mixed logit
- A non-nested test of level-differenced versus log-differenced stationary models
- Inference for misspecified models with fixed regressors
- Assumption Lean Regression
- Higher order properties of the wild bootstrap under misspecification
- On using linear quantile regressions for causal inference
- Statistical inference for online decision making: in a contextual bandit setting
- Nonlinear autoregressive models with optimality properties
- Robust Post-Matching Inference
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- Conditional predictive inference for stable algorithms
- Semi-Supervised Linear Regression
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK
- STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA
- A sandwich-type standard error estimator of SEM models with multivariate time series
- Inference in Experiments Conditional on Observed Imbalances in Covariates
- Model-based Bayesian inference under computer assisted balance-improving designs
- A design-sensitive approach to fitting regression models with complex survey data
- Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression
- Regression as best linear prediction: the case of discrete regressors
- Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
- Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
- Nonparametric efficient estimation of marginal structural models with continuous time-varying treatments
- Regularity conditions for Cox's test of non-nested hypotheses
- Elliptical regression operationalized
- Non-linear regression with discrete explanatory variables, with an application to the earnings function
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