Semiparametric Estimation with Generated Covariates [PDF]
In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of infinite-dimensional nuisance parameters: a conditional expectation function that has been ...
Schienle, Melanie +2 more
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Testing non-nested semiparametric models: an application to Engel curves specification
, 1998 Miguel A. Delgado, Juan Mora
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Estimation in Semiparametric Quantile Factor Models
, 2017 Shujie Ma, Oliver Linton, Jiti Gao
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Semi-Parametric Hedonic Models, and Empirical Comparison [PDF]
Hedonic models have been widely used in the literature for valuation of non- market goods such as air quality. While the inclusion of air quality variables in hedonic models is common in applied work, there is not theoretical basis for defining the ...
Nancy Lozano-Gracia
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Semiparametric quasilikelihood and variance function estimation in measurement error models
, 1993 Jungsywan H. Sepanski +1 more
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MODELLING OF POVERTY PERCENTAGE IN EAST JAVA PROVINCE WITH SEMIPARAMETRIC REGRESSION APPROACH
, 2023 Idrus Syahzaqi +2 more
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Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators [PDF]
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'.
Oliver Linton, Hidehiko Ichimura
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Estimation and model specification testing in nonparametric and semiparametric econometric models
This paper considers two classes of semiparametric nonlinear regression models, in which nonlinear components are introduced to reflect the nonlinear fluctuation in the mean.
King, Maxwell, Gao, Jiti
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Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models [PDF]
We consider time series models in which the conditional mean of the response variable given the past depends on latent covariates. We assume that the covariates can be estimated consistently and use an iterative nonparametric kernel smoothing procedure ...
Christian Conrad, Enno Mammen
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LOCAL INDEPENDENCE FEATURE SCREENING FOR NONPARAMETRIC AND SEMIPARAMETRIC MODELS BY MARGINAL EMPIRICAL LIKELIHOOD. [PDF]
Ann Stat, 2016 Chang J, Chang J, Tang CY, Wu Y.
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