Found 72 Documents (Results 1–72)
Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model. (English) Zbl 07784475
Estimating demand for differentiated products with zeroes in market share data. (English) Zbl 07766847
MSC:
91-XX
Quasi score-driven models. (English) Zbl 07674657
Dummy endogenous treatment effect estimation using high-dimensional instrumental variables. (English. French summary) Zbl 1534.62094
Testing independence between exogenous variables and unobserved errors. (English) Zbl 07584726
MSC:
62P20
Feedback in panel data models. (English) Zbl 07471883
Targeted inference involving high-dimensional data using nuisance penalized regression. (English) Zbl 1510.62486
An IV estimator for a functional coefficient model with endogenous discrete treatments. (English) Zbl 1490.62458
Nonparametric estimation of triangular simultaneous equations models under weak identification. (English) Zbl 1454.62117
Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis. (English) Zbl 1420.62496
Research design meets market design: using centralized assignment for impact evaluation. (English) Zbl 1420.91355
MSC:
91B68
A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models. (English) Zbl 1442.62073
Smoothed estimating equations for instrumental variables quantile regression. (English) Zbl 1441.62768
Efficient estimation with many weak instruments using regularization techniques. (English) Zbl 1491.62191
Testing the quantity-quality model of fertility: estimation using unrestricted family size models. (English) Zbl 1396.62285
A simple derivation of the efficiency bound for conditional moment restriction models. (English) Zbl 1398.62116
Adaptive estimation of functionals in nonparametric instrumental regression. (English) Zbl 1441.62616
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method. (English) Zbl 1431.62189
Robust inference on average treatment effects with possibly more covariates than observations. (English) Zbl 1337.62113
Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors. (English) Zbl 1331.62484
A partially linear single-index transformation model and its nonparametric estimation. (English. French summary) Zbl 1310.62042
Improving the performance of random coefficients demand models: the role of optimal instruments. (English) Zbl 1293.62264
Instrumental variables estimation with many weak instruments using regularized JIVE. (English) Zbl 1311.62097
Local GMM estimation of time series models with conditional moment restrictions. (English) Zbl 1443.62261
Testing under weak identification with conditional moment restrictions. (English) Zbl 1281.62114
MSC:
62G10
A regression approach to ROC surface, with applications to Alzheimer’s disease. (English) Zbl 1258.62052
\(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data. (English) Zbl 1419.62072
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. (English) Zbl 1241.62064
Approximate maximum entropy on the mean for instrumental variable regression. (English) Zbl 1241.62057
Error covariance matrix correction based approach to functional coefficient regression models with generated covariates. (English) Zbl 1236.62055
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments. (English) Zbl 1442.62734
Moment-based estimation of smooth transition regression models with endogenous variables. (English) Zbl 1441.62591
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments. (English) Zbl 1441.62744
MSC:
62P20
A new class of asymptotically efficient estimators for moment condition models. (English) Zbl 1441.62678
Combining conditional and unconditional moment restrictions with missing responses. (English) Zbl 1198.62024
Local GMM estimation of semiparametric panel data with smooth coefficient models. (English) Zbl 1180.62064
Efficient semiparametric seemingly unrelated quantile regression estimation. (English) Zbl 1284.62419
Nonparametric estimation of varying coefficient dynamic panel data models. (English) Zbl 1284.62209
MSC:
62G05
Efficient information theoretic inference for conditional moment restrictions. (English) Zbl 1418.62126
An efficient marginal integration estimator of a semiparametric additive modelling. (English) Zbl 1062.62069
Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances. (English) Zbl 1030.62069
Empirical likelihood estimation and consistent tests with conditional moment restrictions. (English) Zbl 1022.62046
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. (English) Zbl 1051.62017
On instrumental variable estimation of semiparametric dynamic panel data models. (English) Zbl 1100.91566
Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (English) Zbl 0957.62103
MSC:
62P20
Efficient estimation of panel data models with sequential moment restrictions. (English) Zbl 0880.62119
Second order approximation in a linear regression with heteroskedasticity of unknown form. (English) Zbl 0847.62057
Consistent nonparametric hypothesis tests with an application to Slutsky symmetry. (English) Zbl 0820.62042
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