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Volumn 115, Issue 1, 2012, Pages 24-27

Kernel-based estimation of semiparametric regression in triangular systems

Author keywords

Additive semiparametric regression; Instrumental variables; Local linear regressions

Indexed keywords


EID: 84455179024     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.11.035     Document Type: Article
Times cited : (7)

References (10)
  • 1
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    • Efficient estimation of models with conditional moment restrictions containing unknown functions
    • Ai C., Chen X. Efficient estimation of models with conditional moment restrictions containing unknown functions. Econometrica 2003, 71:1795-1843.
    • (2003) Econometrica , vol.71 , pp. 1795-1843
    • Ai, C.1    Chen, X.2
  • 4
    • 0033439171 scopus 로고    scopus 로고
    • A computationally efficient oracle estimator for additive nonparametric regression with bootstrap confidence intervals
    • Kim W., Linton O.B., Hengartner N. A computationally efficient oracle estimator for additive nonparametric regression with bootstrap confidence intervals. Journal of Computational and Graphical Statistics 1999, 8:278-297.
    • (1999) Journal of Computational and Graphical Statistics , vol.8 , pp. 278-297
    • Kim, W.1    Linton, O.B.2    Hengartner, N.3
  • 5
    • 0000346456 scopus 로고    scopus 로고
    • Estimation of additive regression models with known links
    • Linton O.B., Hardle W. Estimation of additive regression models with known links. Biometrika 1996, 83:529-540.
    • (1996) Biometrika , vol.83 , pp. 529-540
    • Linton, O.B.1    Hardle, W.2
  • 6
    • 34247619285 scopus 로고    scopus 로고
    • Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
    • Martins-Filho C., Yang K. Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion. Journal of Nonparametric Statistics 2007, 19:23-62.
    • (2007) Journal of Nonparametric Statistics , vol.19 , pp. 23-62
    • Martins-Filho, C.1    Yang, K.2
  • 7
    • 0000016616 scopus 로고    scopus 로고
    • Nonparametric estimation of triangular simultaneous equations models
    • Newey W.K., Powell J.L., Vella F. Nonparametric estimation of triangular simultaneous equations models. Econometrica 1999, 67:565-603.
    • (1999) Econometrica , vol.67 , pp. 565-603
    • Newey, W.K.1    Powell, J.L.2    Vella, F.3
  • 8
    • 79957484635 scopus 로고    scopus 로고
    • Empirical likelihood estimation of conditional moment restriction models with unknown functions
    • Otsu T. Empirical likelihood estimation of conditional moment restriction models with unknown functions. Econometric Theory 2011, 27:8-46.
    • (2011) Econometric Theory , vol.27 , pp. 8-46
    • Otsu, T.1
  • 9
    • 0000218602 scopus 로고
    • Root-n consistent semiparametric regression
    • Robinson P.M. Root-n consistent semiparametric regression. Econometrica 1988, 56:931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.M.1
  • 10
    • 42749085690 scopus 로고    scopus 로고
    • Local polynomial estimation of nonparametric simultaneous equations models
    • Su L., Ullah A. Local polynomial estimation of nonparametric simultaneous equations models. Journal of Econometrics 2008, 144:193-218.
    • (2008) Journal of Econometrics , vol.144 , pp. 193-218
    • Su, L.1    Ullah, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.