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Sieve Extremum Estimates for Weakly Dependent Data
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Cited by:
- Dong, Chaohua & Linton, Oliver, 2018.
"Additive nonparametric models with time variable and both stationary and nonstationary regressors,"
Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
- Chaohua Dong & Oliver Linton, 2017. "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers CWP59/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ghysels, Eric & Babii, Andrii & Chen, Xi & Kumar, Rohit, 2020.
"Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice,"
CEPR Discussion Papers
15418, C.E.P.R. Discussion Papers.
- Andrii Babii & Xi Chen & Eric Ghysels & Rohit Kumar, 2020. "Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice," Papers 2010.08463, arXiv.org, revised Nov 2021.
- Yao Luo & Peijun Sang & Ruli Xiao, 2024. "Order Statistics Approaches to Unobserved Heterogeneity in Auctions," Working Papers tecipa-776, University of Toronto, Department of Economics.
- Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
- Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
- 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.
- Xiaohong Chen & Demian Pouzo, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers 1640R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
- Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
- Xiaohong Chen & Demian Pouzo, 2008. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP09/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003.
"Estimation of Semiparametric Models when the Criterion Function Is Not Smooth,"
Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
- Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003. "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics 2167, London School of Economics and Political Science, LSE Library.
- Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series 450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Kyoo il Kim, 2019. "Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric," Econometrics, MDPI, vol. 7(2), pages 1-13, May.
- Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
- Michael Jansson & Demian Pouzo, 2017.
"Towards a General Large Sample Theory for Regularized Estimators,"
Papers
1712.07248, arXiv.org, revised Jul 2020.
- Michael Jansson & Demian Pouzo, 2019. "Towards a general large sample theory for regularized estimators," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Francisco J. Delgado & Elena Fernández-Rodríguez & Roberto García-Fernández & Manuel Landajo & Antonio Martínez-Arias, 2023. "Tax avoidance and earnings management: a neural network approach for the largest European economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
- Xiaohong Chen & Demian Pouzo, 2012.
"Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals,"
Econometrica, Econometric Society, vol. 80(1), pages 277-321, January.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650RR, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
- Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016.
"Semiparametric Estimation With Generated Covariates,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2017.
"High dimensional semiparametric moment restriction models,"
Monash Econometrics and Business Statistics Working Papers
17/17, Monash University, Department of Econometrics and Business Statistics.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP04/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP69/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 23/18, Monash University, Department of Econometrics and Business Statistics.
- Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
- Andrew J. Patton, 2009.
"Are "Market Neutral" Hedge Funds Really Market Neutral?,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2295-2330, July.
- Patton, Andrew J., 2004. "Are "market neutral" hedge funds really market neutral?," LSE Research Online Documents on Economics 24819, London School of Economics and Political Science, LSE Library.
- Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
- Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan, 2024.
"Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations,"
Journal of Econometrics, Elsevier, vol. 240(2).
- Susan Athey & Guido W. Imbens & Jonas Metzger & Evan M. Munro, 2019. "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," NBER Working Papers 26566, National Bureau of Economic Research, Inc.
- Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro, 2019. "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," Papers 1909.02210, arXiv.org, revised Jul 2020.
- Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014. "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 639-658.
- 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.
- Shiu, Ji-Liang & Hu, Yingyao, 2013.
"Identification and estimation of nonlinear dynamic panel data models with unobserved covariates,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
- Hidehiko Ichimura & Whitney K. Newey, 2022.
"The influence function of semiparametric estimators,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
- Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ai, Chunrong & Gan, Li, 2010. "An alternative root-n consistent estimator for panel data binary choice models," Journal of Econometrics, Elsevier, vol. 157(1), pages 93-100, July.
- 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.
- de Andres, Javier & Landajo, Manuel & Lorca, Pedro, 2005. "Forecasting business profitability by using classification techniques: A comparative analysis based on a Spanish case," European Journal of Operational Research, Elsevier, vol. 167(2), pages 518-542, December.
- Michael McAleer & Marcelo C. Medeiros, 2009.
"Forecasting Realized Volatility with Linear and Nonlinear Models,"
CARF F-Series
CARF-F-189, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
- McAleer, M.J. & Medeiros, M.C., 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers EI 2009-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michael McAleer & Marcelo Cunha Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão 568, Department of Economics PUC-Rio (Brazil).
- Li, Jia & Liao, Zhipeng, 2020. "Uniform nonparametric inference for time series," Journal of Econometrics, Elsevier, vol. 219(1), pages 38-51.
- Sukjin Han & Sungwon Lee, 2019.
"Estimation in a generalization of bivariate probit models with dummy endogenous regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 994-1015, September.
- Sukjin Han & Sungwon Lee, 2018. "Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors," Papers 1808.05792, arXiv.org, revised Mar 2019.
- Landajo, Manuel & de Andres, Javier & Lorca, Pedro, 2007. "Robust neural modeling for the cross-sectional analysis of accounting information," European Journal of Operational Research, Elsevier, vol. 177(2), pages 1232-1252, March.
- Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
- Xiaohong Chen & Sydney C. Ludvigson, 2009.
"Land of addicts? an empirical investigation of habit‐based asset pricing models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093, November.
- Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
- Sydney Ludvigson & Xiaohong Chen, 2004. "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers 692, Society for Economic Dynamics.
- Gagliardini, Patrick & Gourieroux, Christian, 2014.
"Efficiency In Large Dynamic Panel Models With Common Factors,"
Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2009. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers 2010-05, Center for Research in Economics and Statistics.
- Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015.
"Generalised density forecast combinations,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 150-165.
- N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
- Chen, Xiaohong & Liao, Zhipeng, 2015.
"Sieve semiparametric two-step GMM under weak dependence,"
Journal of Econometrics, Elsevier, vol. 189(1), pages 163-186.
- Xiaohong Chen & Zhipeng Liao, 2015. "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers 2012, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng, 2024. "Causal inference of general treatment effects using neural networks with a diverging number of confounders," Journal of Econometrics, Elsevier, vol. 238(1).
- Lee, Jungyoon & Robinson, Peter M., 2013. "Series estimation under cross-sectional dependence," LSE Research Online Documents on Economics 58188, London School of Economics and Political Science, LSE Library.
- Fallahgoul, Hasan & Franstianto, Vincentius & Lin, Xin, 2024. "Asset pricing with neural networks: Significance tests," Journal of Econometrics, Elsevier, vol. 238(1).
- Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2023.
"Machine learning advances for time series forecasting,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 76-111, February.
- Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020. "Machine Learning Advances for Time Series Forecasting," Papers 2012.12802, arXiv.org, revised Apr 2021.
- 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.
- Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013. "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper 79686, University Library of Munich, Germany, revised 2016.
- repec:hum:wpaper:sfb649dp2014-043 is not listed on IDEAS
- Sookyo Jeong & Hongseok Namkoong, 2020. "Assessing External Validity Over Worst-case Subpopulations," Papers 2007.02411, arXiv.org, revised Feb 2022.
- Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023.
"Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models,"
Papers
2301.06631, arXiv.org.
- Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers 2/23, Monash University, Department of Econometrics and Business Statistics.
- Chen, Xiaohong & Christensen, Timothy M., 2015.
"Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 447-465.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers CWP46/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
- Chen, Liang & Pan, Haozi, 2023.
"Estimation of characteristics-based quantile factor models,"
UC3M Working papers. Economics
37095, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Chen, Liang & Dolado, Juan J & Gonzalo, Jesus & Pan, Haozi, 2023. "Estimation of Characteristics-based Quantile Factor Models," CEPR Discussion Papers 18115, C.E.P.R. Discussion Papers.
- Liang Chen & Juan Jose Dolado & Jesus Gonzalo & Haozi Pan, 2023. "Estimation of Characteristics-based Quantile Factor Models," Papers 2304.13206, arXiv.org.
- Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023.
"High dimensional semiparametric moment restriction models,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 320-345.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2017. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 17/17, Monash University, Department of Econometrics and Business Statistics.
- Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP69/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 23/18, Monash University, Department of Econometrics and Business Statistics.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019.
"Conditional quantile processes based on series or many regressors,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Hu, Tao & Xiang, Liming, 2016. "Partially linear transformation cure models for interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 257-269.
- Biqing Cai & Chaohua Dong & Jiti Gao, 2015. "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers 18/15, Monash University, Department of Econometrics and Business Statistics.
- Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
- Lee, Jungyoon & Robinson, Peter M., 2016. "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 190(1), pages 1-17.
- Chen, Xiaohong & Huang, Zhuo & Yi, Yanping, 2021. "Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models," Journal of Econometrics, Elsevier, vol. 222(1), pages 484-501.
- Harry J. Paarsch & Bjarne Brendstrup, 2004.
"Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions With Asymmetric Bidders,"
Working Papers
2004.11, Fondazione Eni Enrico Mattei.
- Harry J. Paarsch & Bjarne Brendstrup, 2004. "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Econometric Society 2004 Latin American Meetings 2, Econometric Society.
- Harry J. Paarsch & Bjarne Brentstrup, 2004. "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Computing in Economics and Finance 2004 36, Society for Computational Economics.
- Harry J. Paarsch & Bjarne Brendstrup, 2004. "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Econometric Society 2004 North American Winter Meetings 149, Econometric Society.
- Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
- Brendstrup, Bjarne & Paarsch, Harry J., 2007. "Semiparametric identification and estimation in multi-object, English auctions," Journal of Econometrics, Elsevier, vol. 141(1), pages 84-108, November.
- Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
- Shintani, Mototsugu & Linton, Oliver, 2004.
"Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos,"
Journal of Econometrics, Elsevier, vol. 120(1), pages 1-33, May.
- Oliver Linton & Mototsugu Shintani, 2002. "Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," STICERD - Econometrics Paper Series 434, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Oliver Linton & Mototsugu Shintani, 2003. "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," STICERD - Econometrics Paper Series 455, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Mototsugu Shintani & Oliver Linton, 2003. "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," Vanderbilt University Department of Economics Working Papers 0309, Vanderbilt University Department of Economics.
- Shintani, Mototsugu & Linton, Oliver, 2002. "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," LSE Research Online Documents on Economics 2093, London School of Economics and Political Science, LSE Library.
- Shintani, Mototsugu & Linton, Oliver, 2003. "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," LSE Research Online Documents on Economics 2097, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Shintani, Mototsugu, 2002. "Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos," LSE Research Online Documents on Economics 58170, London School of Economics and Political Science, LSE Library.
- 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.
- Kyoo il Kim, 2006.
"Semiparametric Estimation of Signaling Games,"
Working Papers
19-2006, Singapore Management University, School of Economics.
- Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers 22452, East Asian Bureau of Economic Research.
- Georg Keilbar & Weining Wang, 2022. "Modelling systemic risk using neural network quantile regression," Empirical Economics, Springer, vol. 62(1), pages 93-118, January.
- Jungyoon Lee & Peter Robinson, 2016. "Series estimation under cross-sectional dependence," LSE Research Online Documents on Economics 63380, London School of Economics and Political Science, LSE Library.
- Xiaohong Chen & . . & Yixiao Sun, 2012.
"Sieve inference on semi-nonparametric time series models,"
CeMMAP working papers
CWP06/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012. "Sieve Inference on Semi-nonparametric Time Series Models," Cowles Foundation Discussion Papers 1849, Cowles Foundation for Research in Economics, Yale University.
- Gayle, George-Levi & Viauroux, Christelle, 2007.
"Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model,"
Journal of Econometrics, Elsevier, vol. 141(1), pages 179-212, November.
- George-Levi Gayle & Christelle Viauroux, "undated". "Root-N Consistent Semiparametric Estimators of a Dynamic Panel Sample Selection Model," GSIA Working Papers 2004-E62, Carnegie Mellon University, Tepper School of Business.
- Christelle Viauroux, G.L. Gayle, 2004. "Root-N Consistent Semiparametric Eestimators of a Dynamic Panel Sample Selection Model," University of Cincinnati, Economics Working Papers Series 2004-05, University of Cincinnati, Department of Economics.
- Shiu, Ji-Liang, 2016. "Identification and estimation of endogenous selection models in the presence of misclassification errors," Economic Modelling, Elsevier, vol. 52(PB), pages 507-518.
- Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019. "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers 2215, Cowles Foundation for Research in Economics, Yale University.
- Xu, Xingbai & Lee, Lung-fei, 2018. "Sieve maximum likelihood estimation of the spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 203(1), pages 96-112.
- 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.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers 46/14, Institute for Fiscal Studies.
- Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.
- Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
- Kristensen, Dennis, 2004.
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