Plug-in semiparametric estimating equations
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Hardle, W. & Hall, P. & Ichimura, H., 1991. "Optimal smoothing in single index models," LIDAM Discussion Papers CORE 1991007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Newey, Whitney K., 1994.
"Series Estimation of Regression Functionals,"
Econometric Theory, Cambridge University Press, vol. 10(1), pages 1-28, March.
- Newey, W.K., 1989. "Series Estimation Of Regression Functionals," Papers 348, Princeton, Department of Economics - Econometric Research Program.
- Carroll, R.J. & Fan, Jianqing. & Gijbels, Irene. & Wand, M.P., "undated". "Generalized Partially Linear Single-Index Models," Statistics Working Paper 95010, Australian Graduate School of Management.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hardle, Wolfgang & Linton, Oliver, 1986.
"Applied nonparametric methods,"
Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339,
Elsevier.
- Oliver LINTON, "undated". "Applied nonparametric methods," Statistic und Oekonometrie 9312, Humboldt Universitaet Berlin.
- Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
- Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008.
"On the link between credibility and frequency premium,"
Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063, HAL.
- Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
- Miller, Steve & Startz, Richard, 2019. "Feasible generalized least squares using support vector regression," Economics Letters, Elsevier, vol. 175(C), pages 28-31.
- Chatelain, Jean-Bernard & Teurlai, Jean-Christophe, 2001.
"Pitfalls in investment Euler equations,"
Economic Modelling, Elsevier, vol. 18(2), pages 159-179, April.
- Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2001. "Pitfalls in Investment Euler Equations," Post-Print halshs-00432130, HAL.
- Chatelain, J.-B. & Teurlai, J.-C., 2001. "Pitfalls in Investment Euler Equations," Working papers 81, Banque de France.
- Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2001. "Pitfalls in Investment Euler Equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00432130, HAL.
- Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.
- Jaumandreu, Jordi & Moral, Maria Jose, 2006. "Identifying behaviour in a multiproduct oligopoly: Incumbents reaction to tariffs dismantling," MPRA Paper 1248, University Library of Munich, Germany.
- Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009.
"Optimal smoothing for a computationally and statistically efficient single index estimator,"
SFB 649 Discussion Papers
2009-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," LSE Research Online Documents on Economics 58173, London School of Economics and Political Science, LSE Library.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- 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.
- Härdle, W.K. & Mammen, E. & Müller, M.D., 1996. "Testing Parametric versus Semiparametric Modelling in Generalized Linear Models," Discussion Paper 1996-42, Tilburg University, Center for Economic Research.
- Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
- Daniela Climov & Michel Delecroix & Leopold Simar, 2002.
"Semiparametric estimation in single index Poisson regression: A practical approach,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 1047-1070.
- Climov, Daniela & Delecroix, Michel & Simar, Léopold, 2001. "Semiparametric estimation in single index poisson regression: A practical approach," SFB 373 Discussion Papers 2001,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2005.
"Decomposition of rank-dependent measures of inequality by subgroups,"
Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 493-503.
- Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2005. "Decomposition of Rank-Dependent Measures of Inequality by Subgroups," Discussion Papers 437, Statistics Norway, Research Department.
- Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
- Parente, Paulo M.D.C. & Smith, Richard J., 2017. "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 200(1), pages 1-16.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998. "Semiparametric additive indices for binary response and generalized additive models," SFB 373 Discussion Papers 1998,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- repec:hum:wpaper:sfb649dp2009-028 is not listed on IDEAS
- Olley, G Steven & Pakes, Ariel, 1996.
"The Dynamics of Productivity in the Telecommunications Equipment Industry,"
Econometrica, Econometric Society, vol. 64(6), pages 1263-1297, November.
- G. Steven Olley & Ariel Pakes, 1992. "The Dynamics of Productivity in the Telecommunications Equipment Industry," NBER Working Papers 3977, National Bureau of Economic Research, Inc.
- George S Olley & Ariel Pakes, 1992. "The Dynamics Of Productivity In The Telecommunications Equipment Industry," Working Papers 92-2, Center for Economic Studies, U.S. Census Bureau.
- Qianqian Wang & Yanyuan Ma & Guangren Yang, 2020. "Locally efficient estimation in generalized partially linear model with measurement error in nonlinear function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 553-572, June.
- Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2021.
"From Local to Global: External Validity in a Fertility Natural Experiment,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 217-243, January.
- Dehejia, Rajeev & Pop-Eleches, Cristian & Samii, Cyrus, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," IZA Discussion Papers 9300, Institute of Labor Economics (IZA).
- Rajeev H. Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," CESifo Working Paper Series 5493, CESifo.
- Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2019. "From Local to Global: External Validity in a Fertility Natural Experiment," Papers 1906.08096, arXiv.org.
- Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," NBER Working Papers 21459, National Bureau of Economic Research, Inc.
More about this item
Keywords
Nonparametric Regression; Missing Data; Generalized Linear Models; Local Linear Regression; Logistic Regression; Partially Linear Models; Semiparametric Regression;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:sfb373:199713. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/sfhubde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.