Semiparametric estimation of separable models with possibly limited dependent variables

Econometric Theory

Volumn 19, Issue 6, 2003, Pages 1008-1039

  Rodríguez Póo, Juan M ^a   Sperlich, Stefan ^b   Vieu, Philippe ^c  

^a UNIVERSITY OF CANTABRIA   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^c UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17644449664     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603196065     Document Type: Article

References (43)

1. Ai, C. & X. Chen (2002) Efficient estimation of models with conditional moment restrictions containing unknown functions. Econometrica.
2. Amemiya, T. (1985) Advanced Econometrics. Cambridge: Harvard University Press.
3. Andrews, D.W.K. (1994) Asymptotics for semiparametric econometric models via stochastic equicontinuity. Econometrica 62, 43-72.
4. Berndt, E.R. & L.R. Christensen (1973) The internal structure of functional relationships: Separability, substitution, and aggregation. Review of Economic Studies 40, 403-410.
5. Blundell, R. & J.-M. Robin (2000) Latent separability: Grouping goods without weak separability. Econometrica 68, 53-84.
6. Bosq, D. (1998) Nonparametric Statistics for Stochastic Processes. Lecture Notes in Statistics 110. New York: Springer-Verlag.
7. Chamberlain, G. (1992) Efficiency bounds for semiparametric regression. Econometrica 60, 567-596.
8. Deaton, A. & J. Muellbauer (1980) Economics and Consumer Behavior. Cambridge: Cambridge University Press.
9. Delgado, M.A. & J. Mora (1995) Nonparametric and semiparametric estimation with discrete regressors. Econometrica 63, 1477-1484.
10. Denny, M. & M. Fuss (1977) The use of approximation analysis to test for separability and the existence of consistent aggregates. American Economic Review 67, 404-418.
11. Fan, J. (1992) Design-adaptive nonparametric regression. Journal of the American Statistical Association 87, 998-1004.
12. Fernández, A.I. & J.M. Rodríguez-Poó (1997) Estimation and specifications testing in female labor participation models: Parametric and semiparametric methods. Econometric Reviews 16, 229-248.
13. Fuss, M., D. McFadden, & Y. Mundlak (1978) A survey of functional forms in the economic analysis of production. In M. Fuss & D. McFadden (eds.), Production Economics: A Dual Approach to Theory and Applications, vol. 1, pp. 219-268.
14. Goldman, S.M. & H. Uzawa (1964) A note on separability in demand analysis. Econometrica 32, 387-398.
15. Gronau, R. (1973) The effects of children on the housewife's value of time. Journal of Political Economy 81, S168-S199.
16. Härdie, W., S. Huet, E. Mammen, & S. Sperlich (2000) Bootstrap Inference in Semiparametric Generalized Additive Models. Working paper 00-70, Universidad Carlos III de Madrid, Spain.
17. Hastie, T.J. & R.J. Tibshirani (1990) Generalized Additive Models. London: Chapman and Hall.
18. Heckman, J. (1974) Shadow prices, market wages, and labor supply. Econometrica 42, 679-694.
19. Horowitz, J. (2001) Nonparametric estimation of a generalized additive model with an unknown link function. Econometrica 69, 499-513.
20. Ichimura, H. & L.F. Lee (1991) Semiparametric estimation of multiple index models. In W.A. Barnett, J. Powell, & G. Tauchen (eds.), Nonparametric and Semiparametric Methods in Econometrics and Statistics, pp. 3-50. New York: Cambridge University Press.
21. Klein, R.W. & R.H. Spady (1993) An efficient semiparametric estimator for discrete choice models. Econometrica 61, 387-421.
22. Lejeune, M. (1985) Estimation non-paramétrique par noyaux: Régression polynomiale mobile. Revue de Statistique Appliquée 33, 43-67.
23. Leontief, W. (1947a) Introduction to a theory of the internal structure of functional relationships. Econometrica 15, 361-373.
24. Leontief, W. (1947b) A note to the interrelation of subsets of independent variables of a continuous function with continuous first derivatives. Bulletin of the American Mathematical Society 53, 343-350.
25. Lewbel, A. & O. Linton (2002) Nonparametric censored and truncated regression. Econometrica 70, 765-779.
26. Linton, O.B. (1997) Efficient estimation of additive nonparametric regression models. Biometrika 84, 469-474.
27. Linton, O.B. (2000) Efficient estimation of generalized additive nonparametric regression models. Econometric Theory 16, 502-523.
28. Linton, O.B. & J.P. Nielsen (1995) A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika 82, 93-101.
29. Mammen, E., O. Linton, & J.P. Nielsen (1999) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Annals of Statistics 27, 1443-1490.
30. McCullagh, P. & J.A. Nelder (1989) Generalized Linear Models. London: Chapman and Hall.
31. Newey, W.K. (1990) Semiparametric efficiency bounds. Journal of Applied Econometrics 5, 99-135.
32. Newey, W.K. (1994) The asymptotic variance of semiparametric estimators. Econometrica 62, 1349-1382.
33. Pinske, I. (2000) Feasible Multivariate Nonparametric Regression Estimation Using Weak Separability. Preprint, University of British Columbia, Canada.
34. Rodríguez-Póo, J.M., S. Sperlich, & P. Vieu (2000) Semiparametric Estimation of Weak and Strong Separable Models. Discussion paper 00-69, Statistics and Econometrics Series, Universidad Carlos III, Madrid.
35. Serfling, T. (1980) Approximation Theorems of Mathematical Statistics, New York: Wiley.
36. Severini, T.A. & J.G. Staniswalis (1994) Quasi-likelihood estimation in semiparametric models. Journal of the American Statistical Association 89, 501-511.
37. Severini, T.A. & W.W. Wong (1992) Profile likelihood and conditionally parametric models. Annals of Statistics 4, 1768-1802.
38. Sperlich, S., O. Linton, & W. Härdle (1999) Integration and backfilling methods in additive models: Finite sample properties and comparison. Test 8, 419-458.
39. Sperlich, S., D. Tjøstheim, & L. Yang (2002) Nonparametric estimation and testing of interaction in additive models. Econometric Theory 18, 197-251.
40. Staniswalis, J.G. (1989) The kernel estimate of a regression function in likelihood-based models. Journal of the American Statistical Association 84, 276-283.
41. Stone, C.J. (1985) Additive regression and other nonparametric models. Annals of Statistics 13, 689-705.
42. Stone, C.J. (1986) The dimensionality reduction principle for generalized additive models. Annals of Statistics 14, 590-606.
43. Tjøstheim, D. & B.H. Auestad (1994) Nonparametric identification of nonlinear time series: Projections. Journal of the American Statistical Association 89, 1398-1409.