Iterative GMM for partially linear single-index models with partly endogenous regressors

DOI10.1016/J.CSDA.2020.107145OpenAlexW3099428863MaRDI QIDQ830451

Hong-Fan Zhang

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107145

zbMATH Keywords

endogeneityMAVEinstrumental variableGMMlocal linear smootherpartially linear single-index

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
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• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Instrumental Variables Regression with Independent Observations
• Generalized Partially Linear Single-Index Models
• An Adaptive Estimation of Dimension Reduction Space
• Instrumental regression in partially linear models
• Instrumental Variable Estimation of Nonparametric Models
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models

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