ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
From MaRDI portal
Publication:5065459
DOI10.1017/S0266466621000025zbMath1493.62621arXiv1709.00981OpenAlexW3132679991MaRDI QIDQ5065459
Publication date: 21 March 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.00981
Related Items (1)
Cites Work
- Gaussian approximation of suprema of empirical processes
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Efficient minimum distance estimation with multiple rates of convergence
- Estimating a regression function
- The asymptotic distribution of trimmed sums
- On the asymptotic normality of Fourier flexible form estimates
- Asymptotic normality and subsequential limits of trimmed sums
- Convergence rates and asymptotic normality for series estimators
- Local asymptotics for polynomial spline regression
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- M-estimation using penalties or sieves
- A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
- Limit distributions of self-normalized sums
- Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
- Sieve \(M\) inference on irregular parameters
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Identification and Estimation of Average Partial Effects in "Irregular" Correlated Random Coefficient Panel Data Models
- Bimodal t-ratios: the impact of thick tails on inference
- Irregular Identification, Support Conditions, and Inverse Weight Estimation
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Efficient GMM with nearly-weak instruments
- Dealing with limited overlap in estimation of average treatment effects
- The central role of the propensity score in observational studies for causal effects
- The central limit problem for trimmed sums
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Identification and estimation of semiparametric two-step models
- Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap
- Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
- Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
- Inference on finite-population treatment effects under limited overlap
- Robust Inference Using Inverse Probability Weighting
- Inference for Heavy-Tailed Data Analysis
- Asymptotic inference of causal effects with observational studies trimmed by the estimated propensity scores
- A Generalization of Sampling Without Replacement From a Finite Universe
- Estimating the mean of a heavy tailed distribution
- Subsampling inference for the mean in the heavy-tailed case.
This page was built for publication: ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
