Pages that link to "Item:Q5473005"
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The following pages link to Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions (Q5473005):
Displaying 50 items.
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Doubly robust difference-in-differences estimators (Q101594) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- On efficient estimation of the ordered response model (Q276935) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- Inference in panel data models under attrition caused by unobservables (Q295405) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- Nonparametric instrumental variable estimation in practice (Q312371) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- Estimation in semiparametric models with missing data (Q379991) (← links)
- Some uniform convergence results for kernel estimators (Q382783) (← links)
- Kernel-based estimation of semiparametric regression in triangular systems (Q433704) (← links)
- Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data (Q449981) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior (Q528060) (← links)
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors (Q528062) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
- Low dimensional semiparametric estimation in a censored regression model (Q608330) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
- Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- A simple estimator for partial linear regression with endogenous nonparametric variables (Q741326) (← links)
- Iterative GMM for partially linear single-index models with partly endogenous regressors (Q830451) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- Threshold regression with endogeneity (Q1706444) (← links)
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
- Efficient estimation of a semiparametric partially linear varying coefficient model (Q1781161) (← links)
