Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
暂无分享,去创建一个
[1] William Feller,et al. An Introduction to Probability Theory and Its Applications , 1951 .
[2] B. Harshbarger. An Introduction to Probability Theory and its Applications, Volume I , 1958 .
[3] Frank E. Grubbs,et al. An Introduction to Probability Theory and Its Applications , 1951 .
[4] P. Billingsley,et al. Probability and Measure , 1980 .
[5] Lars Peter Hansen,et al. THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING MODELS1 , 1987 .
[6] A. Gallant,et al. Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications , 1989 .
[7] J. Herod. Introduction to Hilbert spaces with applications , 1990 .
[8] Gary Chamberlain,et al. Efficiency Bounds for Semiparametric Regression , 1992 .
[9] James L. Powell,et al. Estimation of semiparametric models , 1994 .
[10] Jon A. Wellner,et al. Weak Convergence and Empirical Processes: With Applications to Statistics , 1996 .
[11] W. Newey,et al. Convergence rates and asymptotic normality for series estimators , 1997 .
[12] .. W. V. Der,et al. On Profile Likelihood , 2000 .
[13] D. Andrews,et al. A Three-Step Method for Choosing the Number of Bootstrap Repetitions , 2000 .
[14] V. Chernozhukov,et al. An IV Model of Quantile Treatment Effects , 2002 .
[15] Joris Pinkse,et al. Spatial Price Competition: A Semiparametric Approach , 2002 .
[16] J. Florens,et al. Nonparametric Instrumental Regression , 2010 .
[17] Xiaohong Chen,et al. Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models , 2004 .
[18] R. Taylor. A User's Guide to Measure-Theoretic Probability , 2003 .
[19] Xiaohong Chen,et al. Estimation of Semiparametric Models When the Criterion Function is Not Smooth , 2002 .
[20] J. Florens,et al. Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization , 2003 .
[21] Xiaohong Chen,et al. Semi‐Nonparametric IV Estimation of Shape‐Invariant Engel Curves , 2003 .
[22] Xiaohong Chen,et al. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions , 2003 .
[23] P. Hall,et al. Nonparametric methods for inference in the presence of instrumental variables , 2003, math/0603130.
[24] Joel L. Horowitz,et al. Nonparametric Instrumental Variables Estimation of a Quantile Regression Model , 2006 .
[25] Chunrong Ai,et al. Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables , 2007 .
[26] Joel L. Horowitz. Asymptotic Normality of a Non-parametric Instrumental Variables Estimator , 2007 .
[27] Victor Chernozhukov,et al. Instrumental variable estimation of nonseparable models , 2007 .
[28] Xiaohong Chen,et al. An Estimation of Economic Models with Recursive Preferences , 2011 .
[29] Xiaohong Chen. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models , 2007 .
[30] Enrique Sentana,et al. Duality in Mean-Variance Frontiers with Conditioning Information , 2016 .
[31] Demian Pouzo,et al. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals , 2008 .
[32] M. Kosorok. Introduction to Empirical Processes and Semiparametric Inference , 2008 .
[33] P. Bickel,et al. Uniform Convergence of Probability Measures on Classes of Functions , 2008 .
[34] Chunrong Ai,et al. Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions , 2009 .
[35] J. Horowitz,et al. Uniform confidence bands for functions estimated nonparametrically with instrumental variables , 2009 .
[36] Taisuke Otsu. EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS , 2010, Econometric Theory.
[37] Posterior Consistency of Nonparametric Conditional Moment Restricted Models , 2010 .
[38] Patrick M. Kline,et al. A Score Based Approach to Wild Bootstrap Inference , 2010 .
[39] Gary Chamberlain,et al. Binary Response Models for Panel Data: Identification and Information , 2010 .
[40] Shakeeb Khan,et al. Irregular Identification, Support Conditions, and Inverse Weight Estimation , 2010 .
[41] J. Horowitz. Applied Nonparametric Instrumental Variables Estimation , 2011 .
[42] Wenxin Jiang,et al. Posterior Consistency of Nonparametric Conditional Moment Restricted Models , 2010, 1105.4847.
[43] Andrés Santos. Instrumental variable methods for recovering continuous linear functionals , 2011 .
[44] Xiaohong Chen,et al. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals , 2009 .
[45] P. Gagliardini,et al. Nonparametric Instrumental Variable Estimation of Structural Quantile effects , 2011 .
[46] W. Newey,et al. Local Identification of Nonparametric and Semiparametric Models , 2011, 1105.3007.
[47] Eduardo Souza-Rodrigues. Demand for Deforestation in the Amazon , 2011 .
[48] Andres Santos,et al. Inference in Nonparametric Instrumental Variables With Partial Identification , 2012 .
[49] J. Powell,et al. Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models , 2012 .
[50] Denis Nekipelov,et al. Game Theory and Econometrics: A Survey of Some Recent Research , 2013 .
[51] Whitney K. Newey,et al. Nonparametric Instrumental Variables Estimation , 2013 .
[52] Xiaohong Chen,et al. Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression , 2013, 1311.0412.
[53] Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector ∗ , 2013 .
[54] Antonio Merlo,et al. Identification and Estimation of Preference Distributions When Voters are Ideological , 2010 .
[55] Denis Nekipelov,et al. Extremum estimation and numerical derivatives , 2015 .