On the root-\(n\)-consistent semiparametric estimation of partially linear models

DOI10.1016/0165-1765(96)00821-XzbMath1284.62224OpenAlexW2013466715MaRDI QIDQ2442558

Q. Li

Publication date: 3 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(96)00821-x

zbMATH Keywords

kernel methodsemiparametric estimationpartially linear model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (12)

Double kernel nonparametric estimation in semlparametric econometric models ⋮ Estimation of partially linear regression models under the partial consistency property ⋮ Semi-parametric inference for large-scale data with temporally dependent noise ⋮ Kernel estimation of a partially linear additive model ⋮ Estimating partially linear panel data models with one-way error components ⋮ An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics ⋮ Estimating semiparametric panel data models by marginal integration ⋮ A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS ⋮ ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS ⋮ Testing serial correlation in semiparametric panel data models ⋮ Smoothed maximum score estimation with nonparametrically generated covariates ⋮ A Partially Linear Kernel Estimator for Categorical Data

Cites Work

• Series estimation of semilinear models
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Root-N-Consistent Semiparametric Regression
• Efficiency Bounds for Semiparametric Regression
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

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