Empirical likelihood inferences for semiparametric instrumental variable models

DOI10.1007/s12190-013-0652-6zbMath1418.62128OpenAlexW2090309891MaRDI QIDQ2511382

Pei Xin Zhao, Liu Gen Xue

Publication date: 5 August 2014

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-013-0652-6

zbMATH Keywords

semiparametric regressionempirical likelihoodinstrumental variables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (9)

Regularization statistical inferences for partially linear models with high dimensional endogenous covariates ⋮ Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables ⋮ Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models ⋮ Semiparametric variable selection for partially varying coefficient models with endogenous variables ⋮ Empirical likelihood inference in partially linear single-index models with endogenous covariates ⋮ Estimation for Partially Linear Single-index Instrumental Variables Models ⋮ Empirical likelihood for composite quantile regression modeling

Cites Work

• Instrumental variables estimators of nonparametric models with discrete endogenous regressors
• Functional coefficient instrumental variables models
• Empirical likelihood for a partially linear model with covariate data missing at random
• Empirical likelihood ratio confidence regions
• Automatic model selection for partially linear models
• Empirical likelihood for linear models
• Assessing the productive benefits of nutrition and health: An integrated human capital approach
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• Variable Selection for Partially Linear Models With Measurement Errors
• Instrumental Variable Estimation of Nonparametric Models
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis

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