Chapter 41 Estimation of semiparametric models

Handbook of Econometrics

Volumn 4, Issue , 1994, Pages 2443-2521

  Powell, James L ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34250369101     PISSN: 15734412     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1573-4412(05)80010-8     Document Type: Review

References (210)

1. forthcoming. Ahn H., and Manski C.F. Distribution Theory for the Analysis of Binary Choice Under Uncertainty with Nonparametric Estimation of Expectations. Journal of Econometrics (1993)
2. forthcoming. Ahn H., and Powell J.L. Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism. Journal of Econometrics (1993)
3. Amemiya T. The Nonlinear Two-Stage Least-Squares Estimator. Journal of Econometrics 2 (1974) 105-110
4. Amemiya T. The Maximum Likelihood and Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equations Model. Econometrica 45 (1977) 955-968
5. Amemiya T. Two Stage Least Absolute Deviations Estimators. Econometrica 50 (1982) 689-711
6. Amemiya T. Advanced Econometrics (1985), Harvard University Press, Cambridge, Mass
7. Amemiya T., and Powell J.L. A Comparison of the Box-Cox Maximum Likelihood Estimator and the Non-Linear Two-Stage Least Squares Estimator. Journal of Econometrics 17 (1981) 351-381
8. Series B. Andersen E.B. Asymptotic Properties of Conditional Maximum Likelihood Estimators. Journal of the Royal Statistical Society 32 (1970) 283-301
9. Andrews D.W.K. Consistency in Nonlinear Econometric Models, A Generic Uniform Law of Large Numbers. Econometrica 55 (1987) 1465-1471
10. Andrews D.W.K. Asymptotics for Semiparametric Econometric Models, I. Estimation and Testing. Discussion Paper No. 908R (1990), Cowles Foundation, Yale University
11. Andrews D.W.K. Asymptotics for Semiparametric Econometric Models, II. Stochastic Equicontinuity and Nonparametric Kernel Estimation. Cowles Foundation, Yale University, Discussion Paper No. 909R (1990)
12. Andrews D.W.K. Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models. Econometrica 59 (1991) 307-345
13. Arabmazar A., and Schmidt P. Further Evidence on the Robustness of the Tobit Estimator to Heteroscedasticity. Journal of Econometrics 17 (1981) 253-258
14. Arabmazar A., and Schmidt P. An Investigation of the Robustness of the Tobit Estimator to Non-Normality. Econometrica 50 (1982) 1055-1063
15. Bassett G.S., and Koenker R. Asymptotic Theory of Least Absolute Error Regression. Journal of the American Statistical Association 73 (1978) 667-677
16. Begun J., Hall W., Huang W., and Wellner J. Information and Asymptotic Efficiency in Parametric-Nonparametric Models. Annals of Statistics 11 (1983) 432-452
17. Bhattacharya P.K., Chernoff H., and Yang S.S. Nonparametric Estimation of the Slope of a Truncated Regression. Annals of Statistics 11 (1983) 505-514
18. Bickel P.J. On Adaptive Estimation. Annals of Statistics 10 (1982) 647-671
19. Bickel P.J., and Doksum K.A. An Analysis of Transformations Revisited. Journal of the American Statistical Association 76 (1981) 296-311
20. forthcoming. Bickel P.J., Klaasen C.A.J., Ritov Y., and Wellner J.A. Efficient and Adaptive Inference in Semiparametric Models (1993), Johns Hopkins University Press, Washington
21. Bierens H.J. Kernel Estimators of Regression Functions. In: Bewley T.F. (Ed). Advances in Econometrics, Fifth World Congress vol. 1 (1987), Cambridge University Press, Cambridge
22. Bloomfield P., and Steiger W.L. Least Absolute Deviations: Theory, Applications, and Algorithms (1983), Birkhauser, Boston
23. Series B. Box G.E.P., and Cox D.R. An Analysis of Transformations. Journal of the Royal Statistical Society 26 (1964) 211-252
24. Brillinger D.R. A Generalized Linear Model with 'Gaussian' Regressor Variables. In: Bickel P.J., Doksum K.A., and Hodges J.L. (Eds). A Festschrift for Erich L. Lehmann (1983), Woodsworth International Group, Belmont, CA
25. manuscript. Buchinsky M. A Monte Carlo Study of the Asymptotic Covariance Estimators for Quantile Regression Coefficients. January (1991), Harvard University
26. manuscript. Buchinsky M. Changes in the U.S. Wage Structure 1963-1987: Applications of Quantile Regression (1991), University of Chicago
27. manuscript. Buchinsky M. How Did Women's 'Return to Education' Evolve in the U.S.? Exploration by Quantile Regression Analysis with Nonparametric Correction for Sample Selection Bias (1993), Yale University
28. Buckley J., and James I. Linear Regression with Censored Data. Biometrika 66 (1979) 429-436
29. Bult J.R. Target Selection for Direct Marketing: Semiparametric versus Parametric Discrete Choice Models. Research Memorandum No. 468 (1992), Faculty of Economics, University of Groningen
30. manuscript. Bult J.R. Semiparametric versus Parametric Classification Models: An Application to Direct Marketing (1992), University of Groningen
31. Burguete J., Gallant R., and Souza G. On Unification of the Asymptotic Theory of Nonlinear Econometric Models. Econometric Reviews 1 (1982) 151-190
32. Carroll R.J. Adapting for Heteroskedasticity in Linear Models. Annals of Statistics 10 (1982) 1224-1233
33. Carroll R.J., and Ruppert D. Robust Estimation in Heteroskedastic Linear Models. Annals of Statistics 10 (1982) 429-443
34. Carroll R.J., and Ruppert D. Power Transformations When Fitting Theoretical Models to Data. Journal of the American Statistical Association 79 (1984) 321-328
35. manuscript. Cavanagh C., and Sherman R. Rank Estimators for Monotonic Regression Models (1991), Bellcore
36. Chamberlain G. Panel Data. In: Griliches Z., and Intriligator M. (Eds). Handbook of Econometrics Vol. 2 (1984), North-Holland, Amsterdam
37. Chamberlain G. Asymptotic Efficiency in Semiparametric Models with Censoring. Journal of Econometrics 32 (1986) 189-218
38. manuscript. Chamberlain G. Notes on Semiparametric Regression (1986), Department of Economics, University of Wisconsin-Madison
39. Chamberlain G. Asymptotic Efficiency in Estimation with Conditional Moment Restrictions. Journal of Econometrics 34 (1987) 305-334
40. manuscript. Chamberlain G. Quantile Regression, Censoring, and the Structure of Wages (1990), Harvard University
41. Chamberlain G. Efficiency Bounds for Semiparametric Regression. Econometrica (1992) 567-596
42. manuscript. Choi K. The Semiparametric Estimation of the Sample Selection Model Using Series Expansion and the Propensity Score (1990), University of Chicago
43. Chung C.-F., and Goldberger A.S. Proportional Projections in Limited Dependent Variable Models. Econometrica 52 (1984) 531-534
44. Cosslett S.R. Maximum Likelihood Estimation for Choice-Based Samples. Econometrica 49 (1981) 1289-1316
45. Cosslett S.R. Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model. Econometrica 51 (1983) 765-782
46. Cosslett S.R. Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models. Econometrica 55 (1987) 559-587
47. Cosslett S.R. Distribution-Free Estimator of a Regression Model with Sample Selectivity. In: Barnett W.A., Powell J.L., and Tauchen G. (Eds). Nonparametric and Semiparametric Methods in Econometrics and Statistics (1991), Cambridge University Press, Cambridge
48. Series B. Cox D.R. Regression Models and Life Tables. Journal of the Royal Statistical Society 34 (1972) 187-220
49. Cox D.R. Partial Likelihood. Biometrika 62 (1975) 269-276
50. Cragg J.G. More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form. Econometrica 51 (1983) 751-764
51. Das S. A Semiparametric Structural Analysis of the Idling of Cement Kilns. Journal of Econometrics 50 (1991) 235-256
52. Deaton A., and Irish M. Statistical Models for Zero Expenditures in Household Budgets. Journal of Public Economics 23 (1984) 59-80
53. manuscript. Deaton A., and Ng S. Parametric and Non-parametric Approaches to Price and Tax Reform (1993), Princeton University
54. Delgado M.A. Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model. Econometric Theory 8 (1992) 203-222
55. Series B. Dempster A.P., Laird N.M., and Rubin D.B. Maximum Likelihood from Incomplete Data via the E-M Algorithm. Journal of the Royal Statistical Society (1977) 1-38
56. Duncan G.M. A Semiparametric Censored Regression Estimator. Journal of Econometrics 32 (1986) 5-34
57. Elbadawi I., Gallant A.R., and Souza G. An Elasticity Can be Estimated Consistently Without A Priori Knowledge of its Functional Form. Econometrica 51 (1983) 1731-1751
58. Engle R.F., Granger C.W.J., Rice J., and Weiss A. Semiparametric Estimates of the Relation Between Weather and Electricity Sales. Journal of the American Statistical Association 81 (1986) 310-320
59. Ferguson T.S. Mathematical Statistics: A Decision Theoretic Approach (1967), Academic Press, New York
60. Fernandez L. Nonparametric Maximum Likelihood Estimation of Censored Regression Models. Journal of Econometrics 32 (1986) 35-57
61. Friedman J.H., and Stuetzle W. Projection Pursuit Regression. Journal of the American Statistical Association 76 (1981) 817-823
62. Gallant A.R. Explicit Estimators of Parametric Functions in Nonlinear Regression. Journal of the American Statistical Association 75 (1980) 182-193
63. Gallant A.R. On the Bias in Flexible Functional Forms and an Essentially Unbiased Form, The Fourier Flexible Form. Journal of Econometrics 15 (1981) 211-245
64. Gallant A.R. Identification and Consistency in Nonparametric Regression. In: Bewley T.F. (Ed). Advances in Econometrics, Fifth World Congress (1987), Cambridge University Press, Cambridge
65. Gallant A.R., and Nychka D.W. Semi-nonparametric Maximum Likelihood Estimation. Econometrica 55 (1987) 363-390
66. Goldberger A.S. Abnormal Selection Bias. In: Karlin S., Amemiya T., and Goodman L. (Eds). Studies in Econometrics, Time Series, and Multivariate Statistics (1983), Academic Press, New York
67. Greene W.H. On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model. Econometrica 49 (1981) 505-514
68. Greene W.H. Estimation of Limited Dependent Variable Models by Ordinary Least Squares and the Method of Moments. Journal of Econometrics 21 (1983) 195-212
69. Grenander U. Abstract Inference (1981), Wiley, New York
70. Hall P., and Horowitz J.L. Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models. Econometric Theory 6 (1990) 123-150
71. Hall P., and Marron J.S. Estimation of Integrated Squared Density Derivatives. Statistics and Probability Letters 6 (1987) 109-115
72. Han A.K. Non-Parametric Analysis of a Generalized Regression Model: The Maximum Rank Correlation Estimator. Journal of Econometrics 35 (1987) 303-316
73. Han A.K. A Non-Parametric Analysis of Transformations. Journal of Econometrics 35 (1987) 191-209
74. Hansen L.P. Large Sample Properties of Generalized Method of Moment Estimators. Econometrica 50 (1982) 1029-1054
75. Härdle W. Applied Nonparametric Regression (1991), Cambridge University Press, Cambridge
76. forthcoming. Härdle W., and Stoker T.M. Investigating Smooth Multiple Regression by the Method of Average Derivatives. Journal of the American Statistical Association (1989)
77. Härdle W., Hart J., Marron J.S., and Tsybakov A.B. Bandwidth Choice for Average Derivative Estimation. Journal of the American Statistical Association 87 (1992) 227-233
78. Hausman J., Hall B.H., and Griliches Z. Econometric Models for Count Data with an Application to the Patents-R & D Relationship. Econometrica 52 (1984) 909-938
79. Heckman J.J. The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models. Annals of Economic and Social Measurement 5 (1976) 475-492
80. Heckman J.J., and MaCurdy T.E. A Life-Cycle Model of Female Labor Supply. Review of Economic Studies 47 (1980) 47-74
81. Heckman J.J., and Singer B. A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data. Econometrica 52 (1984) 271-320
82. Series B. Heckman N.E. Spline Smoothing in a Partly Linear Model. Journal of the Royal Statistical Society 48 (1986) 244-248
83. Hoeffding W. A Class of Statistics with Asymptotically Normal Distribution. Annals of Mathematical Statistics 19 (1948) 293-325
84. manuscript. Honoré B.E. Estimation of Proportional Hazards Models in the Presence of Unobserved Heterogeneity. November (1986), University of Chicago
85. Honoré B.E. Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects. Econometrica 60 (1992) 533-565
86. manuscript. Honoré B.E., and Powell J.L. Pairwise Difference Estimators of Linear, Censored, and Truncated Regression Models. November (1991), Department of Economics, Princeton University
87. manuscript. Honoré B.E., Kyriazidou E., and Udry C. Estimation of Type 3 Tobit Models Using Symmetric Trimming and Pairwise Comparisons (1992), Department of Economics, Northwestern University
88. Horowitz J.L. A Distribution-Free Least Squares Estimator for Censored Linear Regression Models. Journal of Econometrics 32 (1986) 59-84
89. Horowitz J.L. Semiparametric M-Estimation of Censored Linear Regression Models. Advances in Econometrics 7 (1988) 45-83
90. Horowitz J.L. The Asymptotic Efficiency of Semiparametric Estimators for Censored Linear Regression Models. Empirical Economics 13 (1988) 123-140
91. Horowitz J.L. A Smoothed Maximum Score Estimator for the Binary Response Model. Econometrica 60 (1992) 505-531
92. forthcoming. Horowitz J.L. Semiparametric Estimation of a Work Trip Mode Choice Model. Journal of Econometrics (1993)
93. Horowitz J.L., and Markatou M. Semiparametric Estimation of Regression Models for Panel Data. Working Paper No. 93-14 (1993), Department of Economics, University of Iowa
94. with discussion. Horowitz J.L., and Neumann G. Semiparametric Estimation of Employment Duration Models. Econometric Reviews 6 (1987) 5-40
95. Hsieh D., and Manski C. Monte-Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression. Annals of Statistics 15 (1987) 541-551
96. Huber P.J. The Behavior of Maximum Likelihood Estimates Under Nonstandard Conditions. Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability 4 (1967), University of California Press, Berkeley 221-233
97. Huber P.J. Robust Statistics (1981), Wiley, New York
98. with discussion. Huber P.J. Projection Pursuit. Annals of Statistics 13 (1984) 435-525
99. Hurd M. Estimation in Truncated Samples When There is Heteroskedasticity. Journal of Econometrics 11 (1979) 247-258
100. forthcoming. Ichimura H. Semiparametric Least Squares Estimation of Single Index Models. Journal of Econometrics (1992)
101. Ichimura H., and Lee L.-F. Semiparametric Least Squares Estimation of Multiple Index Models: Single Equation Estimation. In: Barnett W.A., Powell J.L., and Tauchen G. (Eds). Nonparametric and Semiparametric Methods in Econometrics and Statistics (1991), Cambridge University Press, Cambridge
102. Imbens G.W. An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling. Econometrica 60 (1992) 1187-1214
103. Jaeckel L.A. Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals. Annals of Mathematical Statistics 43 (1972) 1449-1458
104. Jureková J. Nonparametric Estimate of Regression Coefficients. Annals of Mathematical Statistics 42 (1971) 1328-1338
105. Kaplan E.L., and Meier P. Nonparametric Estimation from Incomplete Data. Journal of the American Statistical Association 53 (1958) 457-481
106. Kiefer J., and Wolfowitz J. Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters. Annals of Mathematical Statistics 27 (1956) 887-906
107. Kim J., and Pollard D. Cube Root Asymptotics. Annals of Statistics 18 (1990) 191-219
108. Klein R.W., and Spady R.H. An Efficient Semiparametric Estimator for Discrete Choice Models. Econometrica 61 (1993) 387-421
109. Koenker R., and Bassett Jr. G.S. Regression Quantiles. Econometrica 46 (1978) 33-50
110. Koenker R., and Bassett Jr. G.S. Robust Tests for Heteroscedasticity Based on Regression Quantiles. Econometrica 50 (1982) 43-61
111. Koul H., Suslara V., and Van Ryzin J. Regression Analysis with Randomly Right Censored Data. Annals of Statistics 9 (1981) 1276-1288
112. Lancaster T. The Econometric Analysis of Transition Data (1990), Cambridge University Press, Cambridge
113. Laplace P.S. Sur Quelques Points du Systems du Monde. Memoires de l'Academie Royale des Sciences de Paris. Annee 1789 (1793) 1-87
114. Lee L.F. Some Approaches to the Correction of Selectivity Bias. Review of Economic Studies 49 (1982) 355-372
115. manuscript. Lee L.F. Semiparametric Instrumental Variables Estimation of Simultaneous Equation Sample Selection Models (1991), Department of Economics, University of Minnesota
116. Lee L.F. Semiparametric Nonlinear Least-Squares Estimation of Truncated Regression Models. Econometric Theory 8 (1992) 52-94
117. Lee M.J. Mode Regression. Journal of Econometrics 42 (1989) 337-349
118. Lee M.J. Median Regression for Ordered Discrete Response. Journal of Econometrics 51 (1992) 59-77
119. forthcoming. Lee M.J. Windsorized Mean Estimator for Censored Regression Model. Econometric Theory (1993)
120. forthcoming. Lee M.J. Quadratic Mode Regression. Journal of Econometrics (1993)
121. Levit B.Y. On the Efficiency of a Class of Nonparametric Estimates. Theory of Probability and Its Applications 20 (1975) 723-740
122. Li K.C., and Duan N. Regression Analysis Under Link Violation. Annals of Statistics 17 (1989) 1009-1052
123. manuscript. Linton O.B. Second Order Approximation in Semiparametric Regression Models (1991), Nuffield College, Oxford University
124. manuscript. Linton O.B. Second Order Approximation in a Linear Regression with Heteroskedasticity of Unknown Form (1992), Nuffield College, Oxford University
125. manuscript. MaCurdy T.E. Using Information on the Moments of the Disturbance to Increase the Efficiency of Estimation (1982), Stanford University
126. Manski C.F. Maximum Score Estimation of the Stochastic Utility Model of Choice. Journal of Econometrics 3 (1975) 205-228
127. Manski C. Closest Empirical Distribution Estimation. Econometrica 51 (1983) 305-319
128. Manski C. Adaptive Estimation of Nonlinear Regression Models. Econometric Reviews 3 (1984) 145-194
129. Manski C.F. Semiparametric Analysis of Discrete Response, Asymptotic Properties of the Maximum Score Estimator. Journal of Econometrics 27 (1985) 205-228
130. Manski C.F. Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data. Econometrica 55 (1987) 357-362
131. Manski C.F. Identification of Binary Response Models. Journal of the American Statistical Association 83 (1988) 729-738
132. Manski C.F. Analog Estimation Methods in Econometrics (1988), Chapman and Hall, New York
133. Manski C.F., and Lerman S. The Estimation of Choice Probabilities from Choice-Based Samples. Econometrica 45 (1977) 1977-1988
134. Manski C.F., and McFadden D.F. Alternative Estimators and Sample Designs for Discrete Choice Analysis. In: Manski C., and McFadden D. (Eds). Structural Analysis of Discrete Data with Econometric Applications (1981), MIT Press, Cambridge
135. Manski C.F., and Thompson T.S. Operational Characteristics of Maximum Score Estimation. Journal of Econometrics 32 (1986) 85-108
136. McFadden D.F. Specification of Econometric Models. Presidential Address, Fifth World Congress of the Econometric Society (1985)
137. McFadden D.F., and Han A. Comment on Joel Horowitz and George Neumann 'Semiparametric Estimation of Employment Duration Models'. Econometric Reviews 6 (1987) 257-270
138. manuscript. Melenberg B., and Van Soest A. Semi-parametric Estimation of the Sample Selection Model (1993), Department of Econometrics, Tilburg University
139. Meyer B. Semiparametric Estimation of Duration Models. Ph.D. dissertation (1987), Department of Economics, MIT
140. Moon C.-G. A Monte Carlo Comparison of Semiparametric Tobit Estimators. Journal of Applied Econometrics 4 (1989) 361-382
141. Mroz T.A. The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions. Econometrica 55 (1987) 765-799
142. Nawata K. Robust Estimation Based on Grouped-Adjusted Data in Censored Regression Models. Journal of Econometrics 43 (1990) 337-362
143. manuscript. Nawata K. Semiparametric Estimation of Binary Choice Models Based on Medians of Grouped Data (1992), University of Tokyo
144. Newey W.K. Nearly Efficient Moment Restriction Estimation of Regression Models with Nonnormal Disturbances. Econometric Research Program Memo. No. 315 (1984), Princeton University
145. Newey W.K. Semiparametric Estimation of Limited Dependent Variable Models with Endogenous Explanatory Variables. Annales de l'Insee 59/60 (1985) 219-236
146. manuscript. Newey W.K. Efficient Estimation of Models with Conditional Moment Restrictions (1987), Princeton University
147. manuscript. Newey W.K. Interval Moment Estimation of the Truncated Regression Model. June (1987), Department of Economics, Princeton University
148. Newey W.K. Specification Tests for Distributional Assumptions in the Tobit Model. Journal of Econometrics 34 (1987) 125-145
149. Newey W.K. Adaptive Estimation of Regression Models Via Moment Restrictions. Journal of Econometrics 38 (1988) 301-339
150. manuscript. Newey W.K. Efficient Estimation of Semiparametric Models Via Moment Restrictions (1988), Princeton University
151. manuscript. Newey W.K. Two-Step Series Estimation of Sample Selection Models (1988), Princeton University
152. Newey W.K. Efficient Estimation of Tobit Models Under Symmetry. In: Barnett W.A., Powell J.L., and Tauchen G. (Eds). Nonparametric and Semiparametric Methods in Econometrics and Statistics (1989), Cambridge University Press, Cambridge
153. manuscript. Newey W.K. Efficiency in Univariate Limited Dependent Variable Models Under Conditional Moment Restrictions (1989), Princeton University
154. mimeo. Newey W.K. Efficient Instrumental Variables Estimation of Nonlinear Models (1989), Princeton University
155. mimeo. Newey W.K. Uniform Convergence in Probability and Uniform Stochastic Equicontinuity (1989), Department of Economics, Princeton University
156. Newey W.K. Semiparametric Efficiency Bounds. Journal of Applied Econometrics 5 (1990) 99-135
157. Newey W.K. Efficient Instrumental Variables Estimation of Nonlinear Models. Econometrica 58 (1990) 809-837
158. revised July. Newey W.K. The Asymptotic Variance of Semiparametric Estimators. Working Paper No. 583 (1991), Department of Economics, MIT
159. Newey W.K., and Powell J.L. Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions. Econometric Theory 6 (1990) 295-317
160. manuscript. Newey W.K., and Powell J.L. Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models. October (1991), Department of Economics, MIT
161. forthcoming. Newey W.K., and Powell J.L. Efficiency Bounds for Some Semiparametric Selection Models. Journal of Econometrics (1993)
162. manuscript. Newey W.K., and Ruud P. Density Weighted Least Squares Estimation (1991), Department of Economics, MIT
163. manuscript. Newey W.K., and Stoker T. Efficiency Properties of Average Derivative Estimators (1989), Sloan School of Management, MIT
164. Newey W.K., and Stoker T.M. Efficiency of Weighted Average Derivative Estimators and Index Models. Econometrica 61 (1993) 1199-1223
165. Newey W.K., Powell J.L., and Walker J.M. Semiparametric Estimation of Selection Models: Some Empirical Results. American Economic Review Papers and Proceedings (1990) 324-328
166. Neyman J., and Scott E.L. Consistent Estimates Based on Partially Consistent Observations. Econometrica 16 (1948) 1-32
167. Nolan D., and Pollard D. U-Processes, Rates of Convergence. Annals of Statistics 15 (1987) 780-799
168. Nolan D., and Pollard D. Functional Central Limit Theorems for U-Processes. Annals of Probability 16 (1988) 1291-1298
169. Oakes D. Survival Times: Aspects of Partial Likelihood. International Statistical Review 49 (1981) 235-264
170. Obenhofer W. The Consistency of Nonlinear Regression Minimizing the L1 Norm. Annals of Statistics 10 (1982) 316-319
171. Pakes A., and Pollard D. Simulation and the Asymptotics of Optimization Estimators. Econometrica 57 (1989) 1027-1058
172. Pollard D. New Ways to Prove Central Limit Theorems. Econometric Theory 1 (1985) 295-314
173. Powell J.L. The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators. Econometrica 51 (1983) 1569-1575
174. Powell J.L. Least Absolute Deviations Estimation for the Censored Regression Model. Journal of Econometrics 25 (1984) 303-325
175. Powell J.L. Censored Regression Quantiles. Journal of Econometrics 32 (1986) 143-155
176. Powell J.L. Symmetrically Trimmed Least Squares Estimation of Tobit Models. Econometrica 54 (1986) 1435-1460
177. Powell J.L. Semiparametric Estimation of Bivariate Latent Variable Models. Social Systems Research Institute, University of Wisconsin-Madison, Working Paper No. 8704 (1987)
178. Powell J.L. Estimation of Monotonic Regression Models Under Quantile Restrictions. In: Barnett W.A., Powell J.L., and Tauchen G. (Eds). Nonparametric and Semiparametric Methods in Econometrics and Statistics (1991), Cambridge University Press, Cambridge
179. manuscript. Powell J.L., and Stoker T.M. Optimal Bandwidth Choice for Density-Weighted Averages. December (1991), Department of Economics, Princeton University
180. Powell J.L., Stock J.H., and Stoker T.M. Semiparametric Estimation of Weighted Average Derivatives. Econometrica 57 (1989) 1403-1430
181. Prakasa Rao B.L.S. Nonparametric Functional Estimation (1983), Academic Press, New York
182. Rice J. Convergence Rates for Partially Splined Estimates. Statistics and Probability Letters 4 (1986) 203-208
183. mimeo. Rilstone P. Semiparametric Estimation of Missing Data Models (1989), Department of Economics, Laval University
184. Ritov Y. Estimation in a Linear Regression Model with Censored Data. Annals of Statistics 18 (1990) 303-328
185. Robinson P. Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form. Econometrica 55 (1987) 875-891
186. Robinson P. Semiparametric Econometrics, A Survey. Journal of Applied Econometrics 3 (1988) 35-51
187. Robinson P. Root-N-Consistent Semiparametric Regression. Econometrica 56 (1988) 931-954
188. Rosenbaum P.R., and Rubin D.B. The Central Role of the Propensity Score in Observational Studies for Causal Effects. Biometrika 70 (1983) 41-55
189. Ruud P. Sufficient Conditions for Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution. Econometrica 51 (1983) 225-228
190. Ruud P. Consistent Estimation of Limited Dependent Variable Models Despite Misspecification of Distribution. Journal of Econometrics 32 (1986) 157-187
191. Schick A. On Asymptotically Efficient Estimation in Semiparametric Models. Annals of Statistics 14 (1986) 1139-1151
192. Serfling R.J. Approximation Theorems of Mathematical Statistics (1980), Wiley, New York
193. manuscript. Severini T.A., and Wong W.H. Profile Likelihood and Semiparametric Models (1987), University of Chicago
194. Severini T.A., and Wong W.H. Convergence Rates of Maximum Likelihood and Related Estimates in General Parameter Spaces. Technical Report No. 207 (1987), Department of Statistics, University of Chicago, Chicago, IL
195. manuscript. Sherman R.P. The Limiting Distribution of the Maximum Rank Correlation Estimator (1990), Bell Communications Research, Chicago, IL
196. manuscript. Sherman R.P. Maximal Inequalities for Degenerate U-Processes with Applications to Optimization Estimators (1990), Bell Communications Research
197. Sherman R.P. The Limiting Distribution of the Maximum Rank Correlation Estimator. Econometrica 61 (1993) 123-137
198. Silverman B.W. Density Estimation for Statistics and Data Analysis (1986), Chapman and Hall, London
199. Stein C. Efficient Nonparametric Testing and Estimation. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability Vol. 1 (1956), University of California Press, Berkeley
200. Stock J.H. Nonparametric Policy Analysis. Journal of the American Statistical Association 84 (1989) 1461-1481
201. Stoker T.M. Consistent Estimation of Scaled Coefficients. Econometrica 54 (1986) 1461-1481
202. Stoker T.M. Equivalence of Direct, Indirect, and Slope Estimators of Average Derivatives. In: Barnett W.A., Powell J.L., and Tauchen G. (Eds). Nonparametric and Semiparametric Methods in Econometrics and Statistics (1991), Cambridge University Press, Cambridge
203. Stoker T.M. Lectures on Semiparametric Econometrics (1992), CORE Lecture Series, Louvain-La-Neuve, Belgium
204. manuscript. Thompson T.S. Identification of Semiparametric Discrete Choice Models (1989), Department of Economics, University of Minnesota
205. manuscript. Thompson T.S. Least Squares Estimation of Semiparametric Discrete Choice Models (1989), Department of Economics, University of Minnesota
206. Tobin J. Estimation of Relationships for Limited Dependent Variables. Econometrica 26 (1956) 24-36
207. Wahba G. Partial Spline Models for the Semiparametric Estimation of Functions of Several Variables. Statistical Analysis of Time Series (1984), Institute of Statistical Mathematics, Tokyo
208. White H. Maximum Likelihood Estimation of Misspecified Models. Econometrica 50 (1982) 1-26
209. manuscript. Ying Z., Jung S.H., and Wei L.J. Survival Analysis with Median Regression Models (1991), Department of Statistics, University of Illinois
210. Zheng Z. Efficiency Bounds for the Binary Choice and Sample Selection Models under Symmetry. Topics in Nonparametric and Semiparametric Analysis. Ph.D. dissertation (1992), Princeton University