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Second Order Approximation in the Partially Linear Regression Model

Citations

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Cited by:

  1. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  2. Chen, Xiaohong & Pouzo, Demian, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," Journal of Econometrics, Elsevier, vol. 152(1), pages 46-60, September.
  3. 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.
  4. Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May.
  5. Dennis Kristensen, 2009. "Semiparametric modelling and estimation (in Russian)," Quantile, Quantile, issue 7, pages 53-83, September.
  6. Liu, Yan & Zhang, Sanguo & Ma, Shuangge & Zhang, Qingzhao, 2020. "Tests for regression coefficients in high dimensional partially linear models," Statistics & Probability Letters, Elsevier, vol. 163(C).
  7. repec:hum:wpaper:sfb649dp2009-028 is not listed on IDEAS
  8. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
  9. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004. "Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach," Journal of Applied Economics, Taylor & Francis Journals, vol. 7(1), pages 325-353, May.
  10. 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.
  11. Jean‐Pierre Florens & Jan Johannes & Sébastien Van Bellegem, 2012. "Instrumental regression in partially linear models," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 304-324, June.
  12. Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021. "Rates of Expansions for Functional Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
  13. Phillips, Peter C.B., 2014. "Optimal estimation of cointegrated systems with irrelevant instruments," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.
  14. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
  15. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
  16. Qi Li & Aman Ullha, 1998. "Estimating partially linear panel data models with one-way error components," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 145-166.
  17. Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002. "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers 2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  18. Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2021. "A unified framework for efficient estimation of general treatment models," Quantitative Economics, Econometric Society, vol. 12(3), pages 779-816, July.
  19. Aneiros-Perez, G. & Vilar-Fernandez, J.M., 2008. "Local polynomial estimation in partial linear regression models under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2757-2777, January.
  20. Rothe, Christoph & Firpo, Sergio Pinheiro, 2013. "Semiparametric estimation and inference using doubly robust moment conditions," Textos para discussão 330, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  21. Boente, Graciela & Rodriguez, Daniela, 2008. "Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2808-2828, January.
  22. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
  23. Rothe, Christoph, 2016. "The Value of Knowing the Propensity Score for Estimating Average Treatment Effects," IZA Discussion Papers 9989, Institute of Labor Economics (IZA).
  24. Xia, Yingcun & Härdle, Wolfgang, 2002. "Semi-parametric estimation of generalized partially linear single-index models," SFB 373 Discussion Papers 2002,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  25. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
  26. Mototsugu Shintani & Oliver Linton, 2003. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 331-357, February.
  27. Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
  28. Germán Aneiros-Pérez, 2004. "Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors," Statistical Papers, Springer, vol. 45(2), pages 191-210, April.
  29. Hidehiko Ichimura & Oliver Linton, 2001. "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers 04/01, Institute for Fiscal Studies.
  30. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  31. Alexandra Soberon & Irene D’Hers, 2020. "The Environmental Kuznets Curve: A Semiparametric Approach with Cross-Sectional Dependence," JRFM, MDPI, vol. 13(11), pages 1-23, November.
  32. Häggström, Jenny, 2013. "Bandwidth selection for backfitting estimation of semiparametric additive models: A simulation study," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 136-148.
  33. Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
  34. Hongjie Wei & Yan Sun, 2017. "Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(1), pages 113-128, January.
  35. Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002. "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers 1363, Cowles Foundation for Research in Economics, Yale University.
  36. Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018. "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
  37. Haotian Chen & Xibin Zhang, 2014. "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers 28/14, Monash University, Department of Econometrics and Business Statistics.
  38. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
  39. Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.
  40. Yang Ning & Sida Peng & Jing Tao, 2020. "Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data," Papers 2009.03151, arXiv.org.
  41. Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May.
  42. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
  43. Juhl, Ted & Xiao, Zhijie, 2005. "Testing for cointegration using partially linear models," Journal of Econometrics, Elsevier, vol. 124(2), pages 363-394, February.
  44. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
  45. Yingcun Xia & Howell Tong & W. K. Li & Li‐Xing Zhu, 2002. "An adaptive estimation of dimension reduction space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 363-410, August.
  46. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
  47. Nielsen, Jens P. & Linton, Oliver & Bickel, Peter J., 1998. "On a semiparametric survival model with flexible covariate effect," LSE Research Online Documents on Economics 301, London School of Economics and Political Science, LSE Library.
  48. Fernanda Peixe & Alastair Hall & Kostas Kyriakoulis, 2006. "The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 117-138.
  49. Zhengyu Zhang, 2013. "A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(2), pages 176-194, June.
  50. Xiao, Zhijie & Phillips, Peter C. B., 1998. "Higher-order approximations for frequency domain time series regression," Journal of Econometrics, Elsevier, vol. 86(2), pages 297-336, June.
  51. Sun, Yan, 2017. "Estimation of single-index model with spatial interaction," Regional Science and Urban Economics, Elsevier, vol. 62(C), pages 36-45.
  52. Fan, Yanqin & Ullah, Aman, 1999. "Asymptotic Normality of a Combined Regression Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 191-240, November.
  53. Oliver Linton, 2001. "Symmetrizing and unitizing transformations for linear smoother weights," Computational Statistics, Springer, vol. 16(1), pages 153-164, March.
  54. M. Dolores de Prada & Luis M. Borge, 1997. "Some methods for comparing first-order asymptotically equivalent estimators," Investigaciones Economicas, Fundación SEPI, vol. 21(3), pages 473-500, September.
  55. Wolfgang Härdle & Oliver Linton & Wang & Qihua, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers 11/03, Institute for Fiscal Studies.
  56. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  57. Yanqin Fan & Oliver Linton, 1997. "Some Higher Order Theory for a Consistent Nonparametric Model Specification Test," Cowles Foundation Discussion Papers 1148, Cowles Foundation for Research in Economics, Yale University.
  58. Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.
  59. Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 707-708, July.
  60. Oliver Linton, 1997. "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form," Cowles Foundation Discussion Papers 1151, Cowles Foundation for Research in Economics, Yale University.
  61. Wu, Guojun & Xiao, Zhijie, 2002. "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 287-319, August.
  62. Boente, Graciela & Vahnovan, Alejandra, 2017. "Robust estimators in semi-functional partial linear regression models," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 59-84.
  63. Tamaki, Kenichiro, 2007. "Second order optimality for estimators in time series regression models," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 638-659, March.
  64. Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid, 2011. "Quality of fit measures in the framework of quantile regression," LIDAM Discussion Papers ISBA 2011025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  65. Germán Aneiros-Pérez & Philippe Vieu, 2011. "Automatic estimation procedure in partial linear model with functional data," Statistical Papers, Springer, vol. 52(4), pages 751-771, November.
  66. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
  67. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
  68. Aneiros-Pérez, Germán, 2002. "On bandwidth selection in partial linear regression models under dependence," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 393-401, May.
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