How sensitive are average derivatives?

Citations

Cited by:

1. Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
   • Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.
   • Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
   • Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
2. 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.
   • Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
3. repec:hum:wpaper:sfb649dp2009-028 is not listed on IDEAS
4. Girard, Séphane & Jacob, Pierre, 2009. "Frontier estimation with local polynomials and high power-transformed data," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1691-1705, September.
5. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
   • Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
6. 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.
   • Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
   • Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," LSE Research Online Documents on Economics 58173, London School of Economics and Political Science, LSE Library.
7. Erik Bergkvist & Per Johansson, 2000. "Weighted Derivative Estimation of Quantal Response Models: Simulations and Applications to Choice of Truck Freight Carrier," Computational Statistics, Springer, vol. 15(4), pages 485-510, December.
8. Huybrechts F. Bindele & Ash Abebe & Karlene N. Meyer, 2018. "General rank-based estimation for regression single index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1115-1146, October.
9. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2007. "Snow removal auctions in Montreal: costs, informational rents, and procurement management," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(1), pages 245-277, February.
   • Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2007. "Snow removal auctions in Montreal: costs, informational rents, and procurement management," Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 245-277, February.
   • Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2001. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," Cahiers de recherche du Département des sciences économiques, UQAM 20-05, Université du Québec à Montréal, Département des sciences économiques.
   • Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2007. "Snow removal auctions in Montreal: costs, informational rents, and procurement management," Post-Print hal-04507099, HAL.
   • V. Flambard & P. Lasserre & P. Mohnen, 2007. "Snow Removal Auctions in Montreal : Costs, Informational Rents, and Procurement Management," Post-Print hal-00186418, HAL.
   • Flambard, Véronique & Lasserre, Pierre & Mohnen, Pierre, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," Research Memorandum 023, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
   • Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO.
10. Feng, Sanying & Kong, Kaidi & Kong, Yinfei & Li, Gaorong & Wang, Zhaoliang, 2022. "Statistical inference of heterogeneous treatment effect based on single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
11. Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles, 2013. "Frontier estimation with kernel regression on high order moments," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 172-189.
12. Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016. "An Extended Single-index Model with Missing Response at Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1140-1152, December.
    • Wang, Qihua & Zhang, Tao & Härdle, Wolfgang Karl, 2014. "An extended single index model with missing response at random," SFB 649 Discussion Papers 2014-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
13. Biau, Gérard & Cadre, Benoît & Pelletier, Bruno, 2008. "Exact rates in density support estimation," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2185-2207, November.
14. repec:hum:wpaper:sfb649dp2014-003 is not listed on IDEAS
15. Girard, Stéphane & Jacob, Pierre, 2008. "Frontier estimation via kernel regression on high power-transformed data," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 403-420, March.
16. Cardot, Hervé & Johannes, Jan, 2010. "Thresholding projection estimators in functional linear models," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 395-408, February.
17. Goldenshluger, Alexander, 2002. "Density Deconvolution in the Circular Structural Model," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 360-375, May.
18. Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics.
    • Tue Gorgens, 2000. "Semiparametric Estimation of Single-Index Transition Intensities," Econometric Society World Congress 2000 Contributed Papers 0596, Econometric Society.
    • Gorgens, T., 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Papers 99-25, Carleton - School of Public Administration.
19. Bontemps, Christophe & Simioni, Michel & Surry, Yves R., 2005. "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 Annual meeting, July 24-27, Providence, RI 19547, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Bontemps, Christophe & Simioni, Michel & Surry, Yves R., 2005. "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24709, European Association of Agricultural Economists.
20. Hidehiko Ichimura & Oliver Linton, 2001. "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers 04/01, Institute for Fiscal Studies.
    • Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series 451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Hidehiko Ichimura & Oliver Linton, 2001. "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers CWP04/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Ichimura, Hidehiko & Linton, Oliver, 2003. "Asymptotic expansions for some semiparametric program evaluation estimators," LSE Research Online Documents on Economics 2098, London School of Economics and Political Science, LSE Library.
21. Kyungchul Song, 2009. "Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version," PIER Working Paper Archive 10-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2010.
22. Almekinders, Geert J & Eijffinger, Sylvester C W, 1994. "Daily Bundesbank and Federal Reserve Interventions: Are They a Reaction to Changes in the Level and Volatility of the DM/$-Rate?," Empirical Economics, Springer, vol. 19(1), pages 111-130.
    • Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM 3e0ae3fa-af29-4757-aecb-a, Tilburg University, School of Economics and Management.
    • Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM e583abfb-39f0-4c9d-8848-5, Tilburg University, School of Economics and Management.
23. Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin, 2004. "Sharp minimaxity and spherical deconvolution for super-smooth error distributions," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 384-392, August.
24. Powell, James L. & Stoker, Thomas M., 1996. "Optimal bandwidth choice for density-weighted averages," Journal of Econometrics, Elsevier, vol. 75(2), pages 291-316, December.
    • Powell, James L. & Stoker, Thomas M., 1992. "Optimal bandwidth choice for density-weighted averages," Working papers 3424-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
25. Hall, Peter & Park, Byeong U. & Stern, Steven E., 1998. "On Polynomial Estimators of Frontiers and Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 66(1), pages 71-98, July.
26. Hotz, Thomas & Marnitz, Philipp & Stichtenoth, Rahel & Davies, Laurie & Kabluchko, Zakhar & Munk, Axel, 2012. "Locally adaptive image denoising by a statistical multiresolution criterion," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 543-558.
27. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
    • Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series 399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver, 2000. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," LSE Research Online Documents on Economics 2156, London School of Economics and Political Science, LSE Library.
28. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
29. Zhang, Riquan & Huang, Zhensheng & Lv, Yazhao, 2010. "Statistical inference for the index parameter in single-index models," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 1026-1041, April.
30. Kyungchul Song, 2009. "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive 09-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
31. Nishiyama, Y., 2004. "Minimum normal approximation error bandwidth selection for averaged derivatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 53-61.
32. Marian Hristache, 2002. "Are Efficient Estimators in Single-Index Models Really Efficient? A Computational Discussion," Computational Statistics, Springer, vol. 17(4), pages 453-464, December.
33. Cuevas, Antonio & Febrero, Manuel & Fraiman, Ricardo, 2001. "Cluster analysis: a further approach based on density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 441-459, June.
34. Xue, Liu-Gen & Zhu, Lixing, 2006. "Empirical likelihood for single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1295-1312, July.
35. Yiping Yang & Tiejun Tong & Gaorong Li, 2019. "SIMEX estimation for single-index model with covariate measurement error," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(1), pages 137-161, March.
36. Guerre, Emmanuel, 2000. "Design Adaptive Nearest Neighbor Regression Estimation," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 219-244, November.
37. Song, Kyungchul, 2014. "Semiparametric models with single-index nuisance parameters," Journal of Econometrics, Elsevier, vol. 178(P3), pages 471-483.