IDEAS home Printed from https://ideas.repec.org/r/arx/papers/1411.1144.html
   My bibliography  Save this item

Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019. "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, vol. 213(1), pages 30-53.
  2. Davezies, Laurent & Le Barbanchon, Thomas, 2017. "Regression discontinuity design with continuous measurement error in the running variable," Journal of Econometrics, Elsevier, vol. 200(2), pages 260-281.
  3. repec:wsr:wpaper:y:2016:i:165 is not listed on IDEAS
  4. Spokoiny, Vladimir & Zhilova, Mayya, 2014. "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers 2014-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.
  6. Centorrino, Samuele & Florens, Jean-Pierre, 2021. "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors," Econometrics and Statistics, Elsevier, vol. 17(C), pages 35-63.
  7. Xiaohong Chen & Timothy M. Christensen, 2018. "Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," Quantitative Economics, Econometric Society, vol. 9(1), pages 39-84, March.
  8. Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021. "Solving Euler equations via two-stage nonparametric penalized splines," Journal of Econometrics, Elsevier, vol. 222(2), pages 1024-1056.
  9. Demian Pouzo, 2014. "Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension," Papers 1411.2701, arXiv.org, revised Aug 2015.
  10. Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
  11. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
  12. Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
  13. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
  14. Xiaohong Chen & Yuan Liao & Weichen Wang, 2022. "Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves," Papers 2301.00092, arXiv.org, revised Jan 2023.
  15. Hu, Yingyao & Schennach, Susanne & Shiu, Ji-Liang, 2022. "Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 226(2), pages 269-294.
  16. Michael Jansson & Demian Pouzo, 2017. "Towards a General Large Sample Theory for Regularized Estimators," Papers 1712.07248, arXiv.org, revised Jul 2020.
  17. Ben Deaner, 2019. "Nonparametric Instrumental Variables Estimation Under Misspecification," Papers 1901.01241, arXiv.org, revised Dec 2022.
  18. Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua, 2019. "Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models," Journal of Econometrics, Elsevier, vol. 213(2), pages 593-607.
  19. Ben Deaner, 2018. "Proxy Controls and Panel Data," Papers 1810.00283, arXiv.org, revised Nov 2023.
  20. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
  21. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
  22. Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
  23. Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024. "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, vol. 40(1), pages 98-161, February.
  24. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
  25. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018. "Nonparametric estimation in case of endogenous selection," Journal of Econometrics, Elsevier, vol. 202(2), pages 268-285.
  26. Zhao, Puying & Haziza, David & Wu, Changbao, 2020. "Survey weighted estimating equation inference with nuisance functionals," Journal of Econometrics, Elsevier, vol. 216(2), pages 516-536.
  27. Li, Jia & Liao, Zhipeng, 2020. "Uniform nonparametric inference for time series," Journal of Econometrics, Elsevier, vol. 219(1), pages 38-51.
  28. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
  29. I. L. Beilin & V. V. Khomenko & N. V. Kalenskaya, 2019. "The Stability of the Regional Economic System Based on the Innovative Development of the Petrochemical Cluster," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 8, December.
  30. Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.
  31. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
  32. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
  33. repec:hum:wpaper:sfb649dp2014-067 is not listed on IDEAS
  34. Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
  35. Jun Cai & William C. Horrace & Christopher F. Parmeter, 2024. "Penalized sieve estimation of zero‐inefficiency stochastic frontiers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 41-65, January.
  36. Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers 1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
  37. Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023. "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1848-1875.
  38. Breunig, Christoph, 2016. "Specification testing in nonparametric instrumental quantile regression," SFB 649 Discussion Papers 2016-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  39. Tao, Jing, 2020. "Trinity tests of functions for conditional moment models," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
  40. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
  41. Xiaohong Chen & Timothy M. Christensen, 2017. "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers 09/17, Institute for Fiscal Studies.
  42. repec:hum:wpaper:sfb649dp2016-032 is not listed on IDEAS
  43. Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023. "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, vol. 235(2), pages 2245-2265.
  44. Han, Sukjin, 2021. "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 225(2), pages 132-147.
  45. Gupta, Abhimanyu, 2018. "Nonparametric specification testing via the trinity of tests," Journal of Econometrics, Elsevier, vol. 203(1), pages 169-185.
  46. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
  47. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
  48. Buchinsky, Moshe & Li, Fanghua & Liao, Zhipeng, 2022. "Estimation and inference of semiparametric models using data from several sources," Journal of Econometrics, Elsevier, vol. 226(1), pages 80-103.
  49. Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.