IDEAS home Printed from https://ideas.repec.org/r/eee/jmvana/v50y1994i1p30-40.html
   My bibliography  Save this item

Series Estimation of Semilinear Models

Citations

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


Cited by:

  1. 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.
  2. Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2014. "Testing for additivity in partially linear regression with possibly missing responses," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 51-61.
  3. Wang, Wenjie, 2021. "Bootstrap Inference for Partially Linear Model with Many Regressors," MPRA Paper 106391, University Library of Munich, Germany.
  4. Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1350-1361, July.
  5. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
  6. Galbraith, John W. & Zinde-Walsh, Victoria, 2020. "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, vol. 218(2), pages 609-632.
  7. 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).
  8. Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
  9. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
  10. You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei, 2002. "Jackknifing type weighted least squares estimators in partially linear regression models," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 17-31, November.
  11. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls," Papers 1201.0224, arXiv.org, revised May 2012.
  12. Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
  13. Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
  14. Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
  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. Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
  18. Cui, Xia & Zhao, Weihua & Lian, Heng & Liang, Hua, 2019. "Pursuit of dynamic structure in quantile additive models with longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 42-60.
  19. Holland, Ashley D., 2017. "Penalized spline estimation in the partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 211-235.
  20. Li, Lingling & Tchetgen Tchetgen, Eric & van der Vaart, Aad & Robins, James M., 2011. "Higher order inference on a treatment effect under low regularity conditions," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 821-828, July.
  21. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  22. 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.
  23. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
  24. You, Jinhong & Chen, Gemai, 2006. "Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 324-341, February.
  25. You, Jinhong & Zhou, Xian, 2006. "Statistical inference in a panel data semiparametric regression model with serially correlated errors," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 844-873, April.
  26. Hengjian, Cui & Rongcai, Li, 1998. "On Parameter Estimation for Semi-linear Errors-in-Variables Models," Journal of Multivariate Analysis, Elsevier, vol. 64(1), pages 1-24, January.
  27. Matthew Backus & Sida Peng, 2019. "On Testing Continuity and the Detection of Failures," NBER Working Papers 26016, National Bureau of Economic Research, Inc.
  28. Gemai Chen & Jinhong You, 2005. "An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models," Statistical Papers, Springer, vol. 46(2), pages 173-193, April.
  29. Whitney K. Newey & James M. Robins, 2017. "Cross-fitting and fast remainder rates for semiparametric estimation," CeMMAP working papers CWP41/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Yang Ning & Sida Peng & Jing Tao, 2020. "Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data," Papers 2009.03151, arXiv.org.
  31. You, Jinhong & Zhou, Xian & Chen, Gemai, 2005. "Jackknifing in partially linear regression models with serially correlated errors," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 386-404, February.
  32. Lai, Peng & Meng, Jie & Lian, Heng, 2015. "Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 21-27.
  33. Whitney K. Newey & James M. Robins, 2017. "Cross-fitting and fast remainder rates for semiparametric estimation," CeMMAP working papers 41/17, Institute for Fiscal Studies.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.