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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
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Cited by:
- Horowitz, Joel L. & Lee, Sokbae, 2009.
"Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative,"
Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tae-Hwan Kim & Christophe Muller, 2020. "Inconsistency transmission and variance reduction in two-stage quantile regression," Post-Print hal-02084505, HAL.
- 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.
- Horowitz, Joel L. & Lee, Sokbae, 2012.
"Uniform confidence bands for functions estimated nonparametrically with instrumental variables,"
Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Andres Santos, 2018.
"Overidentification in Regular Models,"
Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2018.
- Lavergne, Pascal & Patilea, Valentin, 2013.
"Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
- Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers 13-404, Toulouse School of Economics (TSE).
- Antonio Merlo & Áureo de Paula, 2017.
"Identification and Estimation of Preference Distributions When Voters Are Ideological,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(3), pages 1238-1263.
- Antonio Merlo & Aureo de Paula, 2010. "Identification and Estimation of Preference Distributions When Voters Are Ideological," PIER Working Paper Archive 11-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Antonio Merlo & Áureo de Paula, 2015. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers CWP50/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Merlo, Antonio & de Paula, Aureo, 2015. "Identification and Estimation of Preference Distributions When Voters Are Ideological," CEPR Discussion Papers 10821, C.E.P.R. Discussion Papers.
- Antonio Merlo & Áureo de Paula, 2013. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers 51/13, Institute for Fiscal Studies.
- Antonio Merlo & Áureo de Paula, 2015. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers 50/15, Institute for Fiscal Studies.
- Antonio Merlo & Áureo de Paula, 2013. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers CWP51/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Merlo, Antonio & de Paula, Aureo, 2015. "Identification and Estimation of Preference Distributions When Voters Are Ideological," Working Papers 15-007, Rice University, Department of Economics.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019.
"Smoothed GMM for quantile models,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Giovanni Compiani & Philip Haile & Marcelo Sant’Anna, 2020.
"Common Values, Unobserved Heterogeneity, and Endogenous Entry in US Offshore Oil Lease Auctions,"
Journal of Political Economy, University of Chicago Press, vol. 128(10), pages 3872-3912.
- Giovanni Compiani & Phil Haile & Marcelo Sant'Anna, 2018. "Common values, unobserved heterogeneity, and endogenous entry in U.S. offshore oil lease auctions," CeMMAP working papers CWP37/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giovanni Compiani & Philip A. Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions," Cowles Foundation Discussion Papers 2137R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2019.
- Giovanni Compiani & Philip A. Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions," Cowles Foundation Discussion Papers 2137, Cowles Foundation for Research in Economics, Yale University.
- Giovanni Compiani & Philip Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auction," NBER Working Papers 24795, National Bureau of Economic Research, Inc.
- Kaplan, David M. & Sun, Yixiao, 2017.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015.
"Nonparametric identification in panels using quantiles,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP54/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric Identification in Panels using Quantiles," Papers 1312.4094, arXiv.org, revised Aug 2014.
- 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.
- Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers 27/14, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers CWP27/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Xiaohong Chen & Timothy M. Christensen, 2013.
"Optimal uniform convergence rates for sieve nonparametric instrumental variables regression,"
CeMMAP working papers
CWP56/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen, 2013. "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Papers 1311.0412, arXiv.org.
- Xiaohong Chen & Timothy Christensen, 2013. "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Cowles Foundation Discussion Papers 1923, Cowles Foundation for Research in Economics, Yale University.
- Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
- Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014.
"Local Identification of Nonparametric and Semiparametric Models,"
Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Yin Jia Jeff Qiu, 2016.
"Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide,"
Annual Review of Economics, Annual Reviews, vol. 8(1), pages 259-290, October.
- Xiaohong Chen & Yin Jia Qiu, 2016. "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide," Cowles Foundation Discussion Papers 2032, Cowles Foundation for Research in Economics, Yale University.
- Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
- Tae-Hwan Kim & Christophe Muller, 2017.
"A Robust Test of Exogeneity Based on Quantile Regressions,"
AMSE Working Papers
1716, Aix-Marseille School of Economics, France.
- Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," Working Papers halshs-01508067, HAL.
- Tae-Hwan Kim & Christophe Muller, 2017. "A robust test of exogeneity based on quantile regressions," Post-Print hal-01647506, HAL.
- 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.
- Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013.
"Inference on Counterfactual Distributions,"
Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers 17/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on Counterfactual Distributions," Papers 0904.0951, arXiv.org, revised Sep 2013.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers 09/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017.
"Quantile Selection Models With an Application to Understanding Changes in Wage Inequality,"
Econometrica, Econometric Society, vol. 85, pages 1-28, January.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers 75/15, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers CWP75/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Quantile Selection Models with an Application to Understanding Changes in Wage Inequality," Working Papers wp2016_1610, CEMFI.
- 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.
- FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2006. "Instrumental regression in partially linear models," LIDAM Discussion Papers CORE 2006025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Instrumental Regression in Partially Linear Models," TSE Working Papers 10-167, Toulouse School of Economics (TSE).
- Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Instrumental Regression in Partially Linear Models," IDEI Working Papers 613, Institut d'Économie Industrielle (IDEI), Toulouse.
- Xiaohong Chen & Demian Pouzo, 2015.
"Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models,"
Econometrica, Econometric Society, vol. 83(3), pages 1013-1079, May.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
- Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Papers 1411.1144, arXiv.org, revised Mar 2015.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2014.
- Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers CWP38/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
- Lavergne, Pascal & Nguimkeu, Pierre, 2016. "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers 16-743, Toulouse School of Economics (TSE).
- Escanciano, Juan Carlos & Li, Wei, 2021.
"Optimal Linear Instrumental Variables Approximations,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 223-246.
- Juan Carlos Escanciano & Wei Li, 2018. "Optimal Linear Instrumental Variables Approximations," Papers 1805.03275, arXiv.org, revised Feb 2020.
- Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers 38/14, Institute for Fiscal Studies.
- 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.
- V. Chernozhukov & C. Hansen, 2013.
"Quantile Models with Endogeneity,"
Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile Models with Endogeneity," Papers 1303.7050, arXiv.org.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers 25/13, Institute for Fiscal Studies.
- Hong, Shengjie, 2017. "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, vol. 196(1), pages 156-179.
- 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.
- 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.
- 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," 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," 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.
- Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
- Sun, Yanqing & Zhang, Yuanqing & Huang, Jianhua Z., 2019. "Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model," Econometrics and Statistics, Elsevier, vol. 9(C), pages 140-155.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2024.
"Bootstrap Inference for Panel Data Quantile Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 628-639, April.
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
- Tae-Hwan Kim & Christophe Muller, 2013.
"A Test for Endogeneity in Conditional Quantiles,"
Working Papers
halshs-00854527, HAL.
- Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers 1342, Aix-Marseille School of Economics, France, revised Aug 2013.
- Ai, Chunrong & Chen, Xiaohong, 2012.
"The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 442-457.
- Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers 1731, Cowles Foundation for Research in Economics, Yale University.
- Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," CeMMAP working papers CWP28/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Khashayar Khosravi & Greg Lewis & Vasilis Syrgkanis, 2019. "Non-Parametric Inference Adaptive to Intrinsic Dimension," Papers 1901.03719, arXiv.org, revised Jun 2019.
- repec:hum:wpaper:sfb649dp2014-043 is not listed on IDEAS
- Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
- Chen, Xiaohong & Pouzo, Demian, 2008.
"Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments,"
Working Papers
47, Yale University, Department of Economics.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
- Xiaohong Chen & Timothy M. Christensen, 2013. "Optimal uniform convergence rates for sieve nonparametric instrumental variables regression," CeMMAP working papers 56/13, Institute for Fiscal Studies.
- Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015.
"Quantile regression with censoring and endogeneity,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Parente, Paulo M.D.C. & Smith, Richard J., 2017. "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 200(1), pages 1-16.
- 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.
- Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.
- 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.
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