Bandwith choice for average derivative estimation
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Abstract
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DOI: 10.1080/01621459.1992.10475195
Note: In : Journal of the American Statistical Association, 87(417), 218-226, 1992
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Cited by:
- Thomas Knox & James H. Stock & Mark W. Watson, 2004. "Empirical Bayes Regression With Many Regressors," Working Papers 2004-1, Princeton University. Economics Department..
- Oliver Linton & Douglas Steigerwald, 2000.
"Adaptive testing in arch models,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
- Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation for Research in Economics, Yale University.
- Yukitoshi Matsushita & Taisuke Otsu, 2017.
"Likelihood inference on semiparametric models: Average derivative and treatment effect,"
STICERD - Econometrics Paper Series
592, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2018. "Likelihood inference on semiparametric models: average derivative and treatment effect," LSE Research Online Documents on Economics 85870, London School of Economics and Political Science, LSE Library.
- Yukitoshi Matsushita & Taisuke Otsu, 2018. "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Springer, vol. 69(2), pages 133-155, June.
- Yoshihiko Nishiyama & Peter M. Robinson, 2005.
"The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives,"
Econometrica, Econometric Society, vol. 73(3), pages 903-948, May.
- Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoshihiko Nishiyama & Peter M Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," STICERD - Econometrics Paper Series 483, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Nishiyama, Yoshihiko & Robinson, Peter M., 2005. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2297, London School of Economics and Political Science, LSE Library.
- Lewbel, Arthur, 2000.
"Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables,"
Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
- Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
- Marian Hristache, 2002. "Are Efficient Estimators in Single-Index Models Really Efficient? A Computational Discussion," Computational Statistics, Springer, vol. 17(4), pages 453-464, December.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2013-09-28 (Econometrics)
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