메뉴 건너뛰기




Volumn 18, Issue 3, 2002, Pages 625-645

Semiparametric estimation of partially linear models for dependent data with generated regressors

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0036015416     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602183034     Document Type: Article
Times cited : (50)

References (37)
  • 1
    • 43949167764 scopus 로고
    • Semiparametric estimation of censored selection models with a non-parametric selection mechanism
    • Ahn, H. & J.L. Powell (1993) Semiparametric estimation of censored selection models with a non-parametric selection mechanism. Journal of Econometrics 58, 3-29.
    • (1993) Journal of Econometrics , vol.58 , pp. 3-29
    • Ahn, H.1    Powell, J.L.2
  • 3
    • 0012796841 scopus 로고    scopus 로고
    • Estimation of some partially specified nonlinear models
    • Ai, C. & D. McFadden (1997) Estimation of some partially specified nonlinear models. Journal of Econometrics 76, 1-37.
    • (1997) Journal of Econometrics , vol.76 , pp. 1-37
    • Ai, C.1    McFadden, D.2
  • 4
    • 0000090466 scopus 로고
    • Asymptotic normality of series estimation for nonparametric and semiparametric regression models
    • Andrews, D.W.K. (1991) Asymptotic normality of series estimation for nonparametric and semiparametric regression models. Econometrica 59, 307-345.
    • (1991) Econometrica , vol.59 , pp. 307-345
    • Andrews, D.W.K.1
  • 5
    • 0001874562 scopus 로고
    • Asymptotic for semiparametric econometric models via stochastic equicontinuity
    • Andrews, D.W.K. (1994) Asymptotic for semiparametric econometric models via stochastic equicontinuity. Econometrica 62, 43-72.
    • (1994) Econometrica , vol.62 , pp. 43-72
    • Andrews, D.W.K.1
  • 6
    • 33750380720 scopus 로고    scopus 로고
    • Further evidence of nonlinearity in term structure
    • Bachmeier, L. & Q. Li (2002) Further evidence of nonlinearity in term structure. Applied Economics Letters 9, 151-153.
    • (2002) Applied Economics Letters , vol.9 , pp. 151-153
    • Bachmeier, L.1    Li, Q.2
  • 7
    • 0000434492 scopus 로고
    • Information and asymptotic efficiency in parametric-semiparametric models
    • Begun, J.M., W. Hall, W.M. Huang, & J.A. Wellner (1983) Information and asymptotic efficiency in parametric-semiparametric models. Annals of Statistics 11, 432-452.
    • (1983) Annals of Statistics , vol.11 , pp. 432-452
    • Begun, J.M.1    Hall, W.2    Huang, W.M.3    Wellner, J.A.4
  • 8
    • 0001003419 scopus 로고    scopus 로고
    • Asymptotic theory of integrated conditional moment tests
    • Bierens, H.J. & W. Ploberger (1997) Asymptotic theory of integrated conditional moment tests. Econometrica 65, 1129-1151.
    • (1997) Econometrica , vol.65 , pp. 1129-1151
    • Bierens, H.J.1    Ploberger, W.2
  • 10
    • 0000198789 scopus 로고
    • Efficiency bounds for semiparametric regression
    • Chamberlain, G. (1992) Efficiency bounds for semiparametric regression. Econometrica 60, 567-596.
    • (1992) Econometrica , vol.60 , pp. 567-596
    • Chamberlain, G.1
  • 11
    • 0012893381 scopus 로고    scopus 로고
    • Semiparametric estimation of Type-3 Tobit model
    • Chen, S. (1997) Semiparametric estimation of Type-3 Tobit model. Journal of Econometrics 80, 1-34.
    • (1997) Journal of Econometrics , vol.80 , pp. 1-34
    • Chen, S.1
  • 12
    • 34250150891 scopus 로고
    • On U-statistics and v. Mises' statistics for weakly dependent processes
    • Denker, M. & G. Keller (1983) On U-statistics and v. Mises' statistics for weakly dependent processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 64, 505-522.
    • (1983) Z. Wahrscheinlichkeitstheorie Verw. Gebiete , vol.64 , pp. 505-522
    • Denker, M.1    Keller, G.2
  • 14
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation, and testing
    • Engle, R.F. & C.W.J. Granger (1987) Co-integration and error correction: Representation, estimation, and testing. Econometrica 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 16
    • 0001255611 scopus 로고    scopus 로고
    • Root-n-consistent estimation of partially linear time-series models
    • Fan, Y. & Q. Li (1999a) Root-n-consistent estimation of partially linear time-series models. Journal of Nonparametric Statistics 11, 251-269.
    • (1999) Journal of Nonparametric Statistics , vol.11 , pp. 251-269
    • Fan, Y.1    Li, Q.2
  • 17
    • 0000003676 scopus 로고    scopus 로고
    • Central limit theorem for degenerate U-statistics of absolutely regular processes with applications to model specification testing
    • Fan, Y. & Q. Li (1999b) Central limit theorem for degenerate U-statistics of absolutely regular processes with applications to model specification testing. Journal of Nonparametric Statistics 10, 245-271.
    • (1999) Journal of Nonparametric Statistics , vol.10 , pp. 245-271
    • Fan, Y.1    Li, Q.2
  • 18
    • 49149136839 scopus 로고
    • Some properties of time series data and their use in econometric specification
    • Granger, C.W.J. (1981) Some properties of time series data and their use in econometric specification. Journal of Econometrics 25, 121-130.
    • (1981) Journal of Econometrics , vol.25 , pp. 121-130
    • Granger, C.W.J.1
  • 19
    • 0000521527 scopus 로고    scopus 로고
    • Estimation of Type-3 Tobit models using symmetric trimming and pairwise comparisons
    • Honore, B.E., E. Kyriazidou, & C. Udry (1997) Estimation of Type-3 Tobit models using symmetric trimming and pairwise comparisons. Journal of Econometrics 76, 107-128.
    • (1997) Journal of Econometrics , vol.76 , pp. 107-128
    • Honore, B.E.1    Kyriazidou, E.2    Udry, C.3
  • 20
    • 0002295452 scopus 로고
    • Semiparametric least squares estimation of multiple index models: Single equation estimation
    • W.A. Barnett, J. Powell, & G. Tauchen (eds.), Cambridge, UK: Cambridge University Press
    • Ichimura, H. & L.F. Lee (1991) Semiparametric least squares estimation of multiple index models: Single equation estimation. In W.A. Barnett, J. Powell, & G. Tauchen (eds.), Nonparametric and Semiparametric Methods in Econometrics and Statistics, pp. 3-49. Cambridge, UK: Cambridge University Press.
    • (1991) Nonparametric and Semiparametric Methods in Econometrics and Statistics , pp. 3-49
    • Ichimura, H.1    Lee, L.F.2
  • 21
    • 0036488316 scopus 로고    scopus 로고
    • Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
    • forthcoming
    • Kniesner, T. & Q. Li (2002) Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply. Empirical Economics, forthcoming.
    • (2002) Empirical Economics
    • Kniesner, T.1    Li, Q.2
  • 22
    • 0013022339 scopus 로고
    • Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection variable
    • Lee, L.F. (1994) Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection variable. Journal of Econometrics 61, 305-344.
    • (1994) Journal of Econometrics , vol.61 , pp. 305-344
    • Lee, L.F.1
  • 23
    • 0029427071 scopus 로고
    • Second order approximation in the partially linear regression model
    • Linton, O. (1995) Second order approximation in the partially linear regression model. Econometrica 63, 1079-1112.
    • (1995) Econometrica , vol.63 , pp. 1079-1112
    • Linton, O.1
  • 24
    • 0002324387 scopus 로고
    • Semiparametric efficiency bounds
    • Newey, W. (1990) Semiparametric efficiency bounds. Journal of Applied Econometrics 5, 99-135.
    • (1990) Journal of Applied Econometrics , vol.5 , pp. 99-135
    • Newey, W.1
  • 25
    • 0001447776 scopus 로고
    • Econometric issues in the analysis of regressions with generated regressors
    • Pagan, A. (1984) Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25, 221-247.
    • (1984) International Economic Review , vol.25 , pp. 221-247
    • Pagan, A.1
  • 26
    • 0001643565 scopus 로고
    • A limit theorem for a smooth class of semiparametric estimators
    • Pakes, A. & S. Olley (1995) A limit theorem for a smooth class of semiparametric estimators. Journal of Econometrics 65, 295-332.
    • (1995) Journal of Econometrics , vol.65 , pp. 295-332
    • Pakes, A.1    Olley, S.2
  • 27
    • 0000729681 scopus 로고
    • Least absolute deviations estimation for the censored regression model
    • Powell, J.L. (1984) Least absolute deviations estimation for the censored regression model. Journal of Econometrics 25, 303-325.
    • (1984) Journal of Econometrics , vol.25 , pp. 303-325
    • Powell, J.L.1
  • 29
    • 0001099098 scopus 로고
    • Semiparametric estimation of the index coefficients
    • Powell, J.L., J.H. Stock, & T.M. Stoker (1989) Semiparametric estimation of the index coefficients. Econometrics 57, 1043-1430.
    • (1989) Econometrics , vol.57 , pp. 1043-1430
    • Powell, J.L.1    Stock, J.H.2    Stoker, T.M.3
  • 30
    • 38249003646 scopus 로고
    • Calculating the (local) Semiparametric efficient bounds for the generated regressors problem
    • Rilstone, P. (1993) Calculating the (local) Semiparametric efficient bounds for the generated regressors problem. Journal of Econometrics 56, 357-370.
    • (1993) Journal of Econometrics , vol.56 , pp. 357-370
    • Rilstone, P.1
  • 31
    • 84986849734 scopus 로고
    • Nonparametric estimators for time series
    • Robinson, P.M. (1983) Nonparametric estimators for time series. Journal of Time Series Analysis 4, 185-207.
    • (1983) Journal of Time Series Analysis , vol.4 , pp. 185-207
    • Robinson, P.M.1
  • 32
    • 0000218602 scopus 로고
    • Root-N-consistent Semiparametric regression
    • Robinson, P.M. (1988) Root-N-consistent Semiparametric regression. Econometrica 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.M.1
  • 37
    • 0040220600 scopus 로고
    • Limiting behavior of U-statistics for stationary, absolutely regular processes
    • Yoshihara, K. (1976) Limiting behavior of U-statistics for stationary, absolutely regular processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 35, 237-252.
    • (1976) Z. Wahrscheinlichkeitstheorie Verw. Gebiete , vol.35 , pp. 237-252
    • Yoshihara, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.