IDEAS home Printed from https://ideas.repec.org/r/boc/bocoec/756.html
   My bibliography  Save this item

Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing

Citations

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


Cited by:

  1. Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021. "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, vol. 37(5), pages 851-891, October.
  2. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
  3. Anastasia Semykina, 2018. "Self‐employment among women: Do children matter more than we previously thought?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 416-434, April.
  4. Bravo, Francesco & Escanciano, Juan Carlos & Van Keilegom, Ingrid, 2015. "Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference," LIDAM Discussion Papers ISBA 2015016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  5. Reza, Sadat & Rilstone, Paul, 2014. "A simple root-N-consistent semiparametric estimator for discrete duration models," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 150-154.
  6. Feng Yao & Junsen Zhang, 2015. "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, vol. 48(1), pages 253-281, February.
  7. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
  8. Kanaya, Shin, 2017. "Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach," Econometric Theory, Cambridge University Press, vol. 33(4), pages 874-914, August.
  9. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers 14/13, Institute for Fiscal Studies.
  10. Juan Carlos Escanciano & Lin Zhu, 2015. "A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 734-762, December.
  11. Montoya-Blandón, Santiago & Jacho-Chávez, David T., 2020. "Semiparametric quasi maximum likelihood estimation of the fractional response model," Economics Letters, Elsevier, vol. 186(C).
  12. Juan Carlos Escanciano, 2020. "Uniform Rates for Kernel Estimators of Weakly Dependent Data," Papers 2005.09951, arXiv.org.
  13. Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid, 2015. "Asymptotic distribution-free tests for semiparametric regressions," LIDAM Discussion Papers ISBA 2015001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  14. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.
  15. Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018. "Minimum Distance Estimation of Search Costs Using Price Distribution," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 658-671, October.
  16. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
  17. Klein, Roger & Shen, Chan & Vella, Francis, 2015. "Estimation of marginal effects in semiparametric selection models with binary outcomes," Journal of Econometrics, Elsevier, vol. 185(1), pages 82-94.
  18. Lee, Ying-Ying, 2018. "Efficient propensity score regression estimators of multivalued treatment effects for the treated," Journal of Econometrics, Elsevier, vol. 204(2), pages 207-222.
  19. Ying-Ying Lee, 2015. "Efficient propensity score regression estimators of multi-valued treatment effects for the treated," Economics Series Working Papers 738, University of Oxford, Department of Economics.
  20. Juan Carlos Escanciano & Telmo P'erez-Izquierdo, 2023. "Automatic Locally Robust Estimation with Generated Regressors," Papers 2301.10643, arXiv.org, revised Nov 2023.
  21. Giulia Bettin & Riccardo Lucchetti & Claudia Pigini, 2016. "State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany," Mo.Fi.R. Working Papers 127, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  22. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  23. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
  24. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
  25. Elia Lapenta & Pascal Lavergne, 2022. "Encompassing Tests for Nonparametric Regressions," Papers 2203.06685, arXiv.org, revised Oct 2023.
  26. Roger Klein & Chan Shen & Francis Vella, 2011. "Semiparametric selection models with binary outcomes," CeMMAP working papers CWP30/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  27. Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019. "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, vol. 208(2), pages 346-366.
  28. Gutknecht, Daniel, 2016. "Testing for monotonicity under endogeneity," Journal of Econometrics, Elsevier, vol. 190(1), pages 100-114.
  29. Bravo, Francesco & Chu, Ba M. & Jacho-Chávez, David T., 2017. "Generalized empirical likelihood M testing for semiparametric models with time series data," Econometrics and Statistics, Elsevier, vol. 4(C), pages 18-30.
  30. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.
  31. Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017. "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
  32. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
  33. Antoine Djogbenou & Christian Gouriéroux & Joann Jasiak & Paul Rilstone, 2022. "An Econometric Panel Data Model of the COVID-19 Pandemic," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 11(1), pages 1-3.
  34. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
  35. Laurent Delsol & Ingrid Van Keilegom, 2020. "Semiparametric M-estimation with non-smooth criterion functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 577-605, April.
  36. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org, revised Jul 2019.
  37. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
  38. Cerulli, Giovanni, 2020. "A Super-Learning Machine for Predicting Economic Outcomes," MPRA Paper 99111, University Library of Munich, Germany.
  39. Laage, Louise, 2024. "A Correlated Random Coefficient panel model with time-varying endogeneity," Journal of Econometrics, Elsevier, vol. 242(2).
  40. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.