Pages that link to "Item:Q4284148"
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The following pages link to Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity (Q4284148):
Displaying 45 items.
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
- ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY (Q3465600) (← links)
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection (Q3505319) (← links)
- Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
- Estimating partially linear panel data models with one-way error components (Q3842860) (← links)
- Root-n-consistent semiparametric estimation of partially linear models based on k-nn method (Q4373276) (← links)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (Q4471133) (← links)
- Double kernel nonparametric estimation in semlparametric econometric models (Q4551600) (← links)
- SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES (Q4562547) (← links)
- SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL (Q4562548) (← links)
- A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL (Q4933588) (← links)
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
- Two-step series estimation and specification testing of (partially) linear models with generated regressors (Q5040539) (← links)
- Varying coefficient single-index regression model with missing responses under rank-based modelling (Q5078824) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES (Q5112016) (← links)
- Estimation of partly linear additive hazards model with left-truncated and right-censored data (Q5142184) (← links)
- PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- Nonparametric Testing of an Exclusion Restriction in Quantile Regression (Q5494724) (← links)
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS (Q5741625) (← links)
- Improved Doubly Robust Estimation in Learning Optimal Individualized Treatment Rules (Q5857147) (← links)
- A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
- The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
- Smoothed maximum score estimation with nonparametrically generated covariates (Q5861059) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- On the asymptotics of \(Z\)-estimators indexed by the objective functions (Q5965331) (← links)
- Towards optimal doubly robust estimation of heterogeneous causal effects (Q5983157) (← links)
- Threshold regression with nonparametric sample splitting (Q6108278) (← links)
- Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
- A simple nonparametric conditional quantile estimator for time series with thin tails (Q6140018) (← links)
- Estimation of treatment effects under endogenous heteroskedasticity (Q6163244) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Neighborhood-based cross fitting approach to treatment effects with high-dimensional data (Q6170545) (← links)
- Locally Robust Semiparametric Estimation (Q6181688) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)
- Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths (Q6617799) (← links)
- Correcting for Endogeneity in Models with Bunching (Q6626252) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
- Partially varying coefficient instrumental variables models (Q6646554) (← links)
