Semiparametric estimation in single index poisson regression: A practical approach
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- 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.
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).
- Hardle, W. & Marron, J. S., 1995.
"Fast and simple scatterplot smoothing,"
Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July.
- James Stephen MARRON & Wolfgang HAERDLE, "undated". "Fast and simple scatterplot smoothing," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin.
- Hardle, W. & Marron, A., 1991. "Fast and simple scatterplot smoothing," LIDAM Discussion Papers CORE 1991043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Newey, Whitney K, 1990. "Semiparametric Efficiency Bounds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 99-135, April-Jun.
- repec:crs:wpaper:9952 is not listed on IDEAS
- Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
- Sherman, Robert P., 1994. "U-Processes in the Analysis of a Generalized Semiparametric Regression Estimator," Econometric Theory, Cambridge University Press, vol. 10(2), pages 372-395, June.
- Michel Delecroix & Marian Hristache & Valentin Patilea, 1999. "Optimal Smoothing in Semiparametric Index Approximation of Regression Functions," Working Papers 99-52, Center for Research in Economics and Statistics.
- Ichimura, H., 1991. "Semiparametric Least Squares (sls) and Weighted SLS Estimation of Single- Index Models," Papers 264, Minnesota - Center for Economic Research.
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.- 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.
- Ichimura, Hidehiko & Todd, Petra E., 2007.
"Implementing Nonparametric and Semiparametric Estimators,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74,
Elsevier.
- Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
- Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
- 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.
- 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.
- Ichimura, Hidehiko & Lee, Sokbae, 2010.
"Characterization of the asymptotic distribution of semiparametric M-estimators,"
Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
- Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo.
- Hidehiko Ichimura & Sokbae (Simon) Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hidehiko Ichimura & Sokbae Lee, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print hal-00741628, HAL.
- repec:hum:wpaper:sfb649dp2009-028 is not listed on IDEAS
- Aradillas-Lopez, Andres, 2010. "Semiparametric estimation of a simultaneous game with incomplete information," Journal of Econometrics, Elsevier, vol. 157(2), pages 409-431, August.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Temel, Tugrul T., 2001.
"A Nonparametric Hypothesis Test Via The Bootstrap Resampling,"
2001 Annual meeting, August 5-8, Chicago, IL
20600, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Temel, Tugrul, 2011. "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper 31880, University Library of Munich, Germany.
- Gorgens, Tue & Horowitz, Joel L., 1999.
"Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable,"
Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June.
- Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
- Tue Gorgens & Joel L. Horowitz, 1996. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics 9603001, University Library of Munich, Germany.
- Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
- Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2016.
"Informational content of special regressors in heteroskedastic binary response models,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 162-182.
- Songnian Chen & Shakeeb Khan & Xun Tang, 2013. "Informational Content of Special Regressors in Heteroskedastic Binary Response Models," PIER Working Paper Archive 13-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Severini, Thomas A. & Tripathi, Gautam, 2001. "A simplified approach to computing efficiency bounds in semiparametric models," Journal of Econometrics, Elsevier, vol. 102(1), pages 23-66, May.
- Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003. "Efficient estimation in conditional single-index regression," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 213-226, August.
- Hoderlein, Stefan & Sherman, Robert, 2015.
"Identification and estimation in a correlated random coefficients binary response model,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers 42/12, Institute for Fiscal Studies.
- Kyungchul Song, 2009. "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive 09-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
- Ghysels, E. & Ng, S., 1996.
"A Semi-Parametric Factor Model for Interest Rates,"
Cahiers de recherche
9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO.
- Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Universite de Montreal, Departement de sciences economiques.
- Yassine Sbai Sassi, 2023. "The Ordinary Least Eigenvalues Estimator," Papers 2304.12554, arXiv.org.
- Lavergne, Pascal & Patilea, Valentin, 2008.
"Breaking the curse of dimensionality in nonparametric testing,"
Journal of Econometrics, Elsevier, vol. 143(1), pages 103-122, March.
- Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Center for Research in Economics and Statistics.
More about this item
Keywords
single index models; Poisson regression; kernel estimation; bandwidth selection; bootstrap;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2001-09-10 (Econometrics)
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:sfb373:200151. 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.