On the root-N-consistent semiparametric estimation of partially linear models

Keywords

Semiparametric regression, Semiparametric model, Mathematics, Estimator, Context (archaeology)

References

• Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic DisturbancesYan Fan, Qi Li, Thanasis Stengos — 1992
• SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR PANEL DATA MODELSQi Li, Thanasis Stengos — 1996
• Asymptotics for Semiparametric Econometric Models via Stochastic EquicontinuityDonald W. K. Andrews — 1994
• Efficiency Bounds for Semiparametric RegressionGary Chamberlain — 1992
• ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSIONPeter M. Robinson — 1988
• Series estimation of semilinear modelsStephen G. Donald, Whitney K. Newey — 1994
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression ModelsDonald W. K. Andrews — 1991

Cited by

• Multiple nonparametric regression and model validation for mixed regressorsJoachim Schnurbus — 2014
• Information and Inference in Econometrics: Estimation, Testing and ForecastingYundong Tu — 2012
• Estimating Semiparametric Panel Data Models by Marginal IntegrationJunhui Qian, Le Wang — 2012
• Do homeowners benefit urban neighborhoods? Evidence from housing pricesMika Kortelainen, Tuukka Saarimaa — 2012
• Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countriesMassimiliano Mazzanti, Antonio Musolesi — 2014
• Estimating partially linear panel data models with one-way error componentsQi Li, Aman Ullha — 1998
• An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test StatisticsFeng Yao, Carlos Martins‐Filho — 2015
• ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMSBadi H. Baltagi, Qi Li — 2001
• Double kernel nonparametric estimation in semlparametric econometric modelsThanasis Stengos, Boping Yan — 2001
• A Partially Linear Kernel Estimator for Categorical DataQi Gao, Long Liu, Jeffrey S. Racine — 2015
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALSYanqin Fan, Qi Li — 2002
• Testing serial correlation in semiparametric panel data modelsQ. Li, C. Hsiao — 1998
• Semiparametric Approaches to Stochastic Panel Frontiers With Applications in the Banking IndustryRobert M. Adams, Allen N. Berger, Robin C. Sickles — 1999
• Immigration and International Trade: A Semiparametric Empirical InvestigationKusum Mundra — 2005
• Threshold Regression with EndogeneityPing Yu, Peter C.B. Phillips — 2017
• Kernel estimation of a partially linear additive modelSebastiano Manzan, Dawit Zerom — 2005
• Modelos de coeficientes variables de datos de panel : estimación directa semi-paramétrica y su aplicación en la modelización del comportamiento de los individuos. Panel data varying coefficient models : direct semi-parametric estimation and its application in modeling the individuals behaviorS. Vélez, A. Pilar — 2014
• The Currency and Financial Crisis in Southeast Asia: A Case of 'Sudden Death' or Death Foretold'?Rajan, Ramkishen S. — 2010
• Single-Step Estimation of a Partially Linear ModelDaniel J. Henderson, Nadine McCloud, Christopher Parmeter — 2015
• Estimation of Partially Linear Regression Model under Partial Consistency PropertyXia Cui, Ying Lü, Heng Peng — 2014

Related papers

• Semiparametric Modelling and Estimation: A Selective OverviewDennis Kristensen — 2009
• Accuracy evaluation of estimators in semiparametric adjustment modelYugang Tian — 2008
• A semiparametric single-factor model of the term structureDennis Kristensen — 2004
• Parametric and semiparametric specification tests for binary choice models: a comparative simulation studyIsabel Proença, João Santos Silva — 2005
• Goodness-of-fit tests for a semiparametric model under random double truncationCarla Moreira, Jacobo de Uña‐Álvarez, Ingrid Van Keilegom — 2014