메뉴 건너뛰기




Volumn 136, Issue 1, 2007, Pages 189-211

A simple ordered data estimator for inverse density weighted expectations

Author keywords

Binary choice; Binomial response; Conditional expectation; Density estimation; Semiparametric

Indexed keywords

DATA ACQUISITION; FUNCTION EVALUATION; MATHEMATICAL MODELS; NUMERICAL METHODS; PARAMETER ESTIMATION; PROBLEM SOLVING;

EID: 33748593927     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.08.005     Document Type: Article
Times cited : (44)

References (32)
  • 1
    • 33748582679 scopus 로고    scopus 로고
    • Abadie, A., Imbens, G., 2005. Large sample properties of matching estimators for average treatment effects. Econometrica, forthcoming.
  • 2
    • 0347650013 scopus 로고
    • Joint approximation of processes based on spacings and order statistics
    • Barbe P. Joint approximation of processes based on spacings and order statistics. Stochastic Processes and their Applications 53 (1994) 339-349
    • (1994) Stochastic Processes and their Applications , vol.53 , pp. 339-349
    • Barbe, P.1
  • 3
    • 0000775751 scopus 로고
    • On a simple estimate of the reciprocal of the density function
    • Bloch D.A., and Gastwirth J.L. On a simple estimate of the reciprocal of the density function. Annals of Mathematical Statistics 39 (1968) 1083-1085
    • (1968) Annals of Mathematical Statistics , vol.39 , pp. 1083-1085
    • Bloch, D.A.1    Gastwirth, J.L.2
  • 5
    • 84936916896 scopus 로고    scopus 로고
    • Cleveland, W.S., 1979. Robust locally weighted regression and smoothing Scatterplots. Journal of the American Statistical Association 74, 829-836.
  • 6
    • 33748616880 scopus 로고    scopus 로고
    • Cogneau, D., Maurin, E., 2002. Parental income and school attendance in a low-income country: a semi-parametric analysis, unpublished manuscript.
  • 7
    • 84971922780 scopus 로고
    • Bandwidth selection in semiparametric estimation of censored linear regression models
    • Hall P., and Horowitz J.L. Bandwidth selection in semiparametric estimation of censored linear regression models. Econometric Theory 6 (1990) 123-150
    • (1990) Econometric Theory , vol.6 , pp. 123-150
    • Hall, P.1    Horowitz, J.L.2
  • 8
    • 19744364015 scopus 로고    scopus 로고
    • Hall, P., Yatchew, A., 2005. Unified approach to testing functional hypotheses in semiparametric contexts. Journal of Econometrics 127, 225-252.
  • 9
    • 0002470428 scopus 로고
    • Investigating smooth multiple regression by the method of average derivatives
    • Härdle W., and Stoker T.M. Investigating smooth multiple regression by the method of average derivatives. Journal of the American Statistical Association 84 (1989) 986-995
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 986-995
    • Härdle, W.1    Stoker, T.M.2
  • 11
    • 0029183962 scopus 로고
    • Nonparametric estimation of exact consumers surplus and dead-weight loss
    • Hausman J.A., and Newey W. Nonparametric estimation of exact consumers surplus and dead-weight loss. Econometrica 63 (1995) 1445-1476
    • (1995) Econometrica , vol.63 , pp. 1445-1476
    • Hausman, J.A.1    Newey, W.2
  • 12
    • 0141495120 scopus 로고    scopus 로고
    • Efficient estimation of average treatment effects using the estimated propensity score
    • Hirano K., Imbens G., and Ridder G. Efficient estimation of average treatment effects using the estimated propensity score. Econometrica 71 (2003) 1161-1189
    • (2003) Econometrica , vol.71 , pp. 1161-1189
    • Hirano, K.1    Imbens, G.2    Ridder, G.3
  • 13
    • 27744499929 scopus 로고    scopus 로고
    • Asymptotic distribution theory for nonparametric entropy measures of serial dependence
    • Hong Y., and White H. Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Econometrica 73 (2005) 837-901
    • (2005) Econometrica , vol.73 , pp. 837-901
    • Hong, Y.1    White, H.2
  • 14
    • 0001488581 scopus 로고
    • An efficient semiparametric estimator for binary response models
    • Klein R., and Spady R.H. An efficient semiparametric estimator for binary response models. Econometrica 61 (1993) 387-421
    • (1993) Econometrica , vol.61 , pp. 387-421
    • Klein, R.1    Spady, R.H.2
  • 15
    • 0031483041 scopus 로고    scopus 로고
    • Semiparametric estimation of location and other discrete choice moments
    • Lewbel A. Semiparametric estimation of location and other discrete choice moments. Econometric Theory 13 (1997) 32-51
    • (1997) Econometric Theory , vol.13 , pp. 32-51
    • Lewbel, A.1
  • 16
    • 0008780596 scopus 로고    scopus 로고
    • Semiparametric latent variable model estimation with endogenous or mismeasured regressors
    • Lewbel A. Semiparametric latent variable model estimation with endogenous or mismeasured regressors. Econometrica 66 (1998) 105-121
    • (1998) Econometrica , vol.66 , pp. 105-121
    • Lewbel, A.1
  • 17
    • 0000920235 scopus 로고    scopus 로고
    • Semiparametric qualitative response model estimation with unknown heteroskedasticity or instrumental variables
    • Lewbel A. Semiparametric qualitative response model estimation with unknown heteroskedasticity or instrumental variables. Journal of Econometrics 97 (2000) 145-177
    • (2000) Journal of Econometrics , vol.97 , pp. 145-177
    • Lewbel, A.1
  • 18
    • 33748622629 scopus 로고    scopus 로고
    • Lewbel, A., 2002. Endogenous selection or treatment model estimation, unpublished manuscript.
  • 19
    • 33748630818 scopus 로고    scopus 로고
    • Lewbel, A., Linton, O., McFadden, D.L., 2005. Estimating features of a distribution from binomial data, unpublished manuscript.
  • 20
    • 45449124975 scopus 로고
    • Convolution type estimators for nonparametric regression
    • Mack Y.P., and Müller H.G. Convolution type estimators for nonparametric regression. Statistics and Probability Letters 7 (1988) 229-239
    • (1988) Statistics and Probability Letters , vol.7 , pp. 229-239
    • Mack, Y.P.1    Müller, H.G.2
  • 21
    • 33748595033 scopus 로고    scopus 로고
    • Magnac, T., Maurin, E., 2003. Identification and information in monotone binary models, unpublished manuscript.
  • 22
    • 85134976343 scopus 로고    scopus 로고
    • Computing willingness-to-pay in random utility models
    • Moore J., Riezman R., and Melvin J. (Eds), Routledge, New York
    • McFadden D.L. Computing willingness-to-pay in random utility models. In: Moore J., Riezman R., and Melvin J. (Eds). Trade Theory, and Econometrics: Essays in Honour of John S. Chipman (1999), Routledge, New York 253-274
    • (1999) Trade Theory, and Econometrics: Essays in Honour of John S. Chipman , pp. 253-274
    • McFadden, D.L.1
  • 23
    • 0000133467 scopus 로고
    • The asymptotic variance of semiparametric estimators
    • Newey W.K. The asymptotic variance of semiparametric estimators. Econometrica 62 (1994) 1349-1382
    • (1994) Econometrica , vol.62 , pp. 1349-1382
    • Newey, W.K.1
  • 24
    • 0000105198 scopus 로고    scopus 로고
    • Convergence rates and asymptotic normality for series estimators
    • Newey W.K. Convergence rates and asymptotic normality for series estimators. Journal of Econometrics 79 (1997) 147-168
    • (1997) Journal of Econometrics , vol.79 , pp. 147-168
    • Newey, W.K.1
  • 25
    • 33748617372 scopus 로고    scopus 로고
    • Newey, W.K., Ruud, P.A., 1994. Density weighted linear least squares. University of California at Berkeley, working paper.
  • 27
    • 0001075056 scopus 로고
    • Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
    • Robinson P.M. Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica 55 (1987) 875-891
    • (1987) Econometrica , vol.55 , pp. 875-891
    • Robinson, P.M.1
  • 28
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variables regression with weak instruments
    • Staiger D., and Stock J.H. Instrumental variables regression with weak instruments. Econometrica 65 (1997) 557-586
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2
  • 29
    • 33748619808 scopus 로고    scopus 로고
    • Stone, C.J., 1977. Consistent nonparametric regression. Annals of Statistics 5, 595-645.
  • 31
    • 33748616599 scopus 로고
    • Limiting distributions of homogenous functions of sample spacings
    • Weiss L. Limiting distributions of homogenous functions of sample spacings. Annals of Mathematical Statistics 29 (1958) 310-312
    • (1958) Annals of Mathematical Statistics , vol.29 , pp. 310-312
    • Weiss, L.1
  • 32
    • 0031555187 scopus 로고    scopus 로고
    • An elementary estimator of the partial linear model
    • Yatchew A. An elementary estimator of the partial linear model. Economics Letters 57 (1997) 135-143
    • (1997) Economics Letters , vol.57 , pp. 135-143
    • Yatchew, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.