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Adaptive estimation of regression models via moment restrictions

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Author Info
Newey, Whitney K.
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File URL: http://www.sciencedirect.com/science/article/B6VC0-45824GD-2/2/49f6055d621107d56867c4a1d0ab40ec
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 38 (1988)
Issue (Month): 3 (July)
Pages: 301-339
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Handle: RePEc:eee:econom:v:38:y:1988:i:3:p:301-339

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  1. Ramirez, Octavio A., 2001. "Autoregressive Conditional Heteroskedasticy Under Error-Term Non-Normality," 2001 Annual meeting, August 5-8, Chicago, IL 20595, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Ramirez, Octavio A. & Misra, Sukant K. & Nelson, Jeannie, 2002. "Estimation Of Efficient Regression Models For Applied Agricultural Economics Research," 2002 Annual meeting, July 28-31, Long Beach, CA 19904, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  3. Peter Robinson, 2006. "Efficient estimation of the semiparametric spatial autoregressive model," CeMMAP working papers CWP08/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  4. Jushan Bai & Serena Ng, 1998. "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics 410, Boston College Department of Economics. [Downloadable!]
  5. Kenneth D. West, 2000. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," NBER Technical Working Papers 0249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Douglas Steigerwald, 2006. "A Note on Adaptive Estimation," University of California at Santa Barbara, Economics Working Paper Series 04-06, Department of Economics, UC Santa Barbara. [Downloadable!]
  7. Oliver Linton, 1994. "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models," Cowles Foundation Discussion Papers 1086, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  8. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:
  9. repec:att:wimass:199717 is not listed on IDEAS
  10. Thanasis Stengos & Ximing Wu, 2005. "Partially Adaptive Estimation via Maximum Entropy Densities," University of Cyprus Working Papers in Economics 6-2005, University of Cyprus Department of Economics. [Downloadable!]
  11. repec:att:wimass:1920120 is not listed on IDEAS
  12. Alicia Pérez Alonso, 2006. "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD 2006-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  13. Ao Yuan & Jan G. De Gooijer, . "Semiparametric Regression with Kernel Error Model," Tinbergen Institute Discussion Papers 06-058/4, Tinbergen Institute. [Downloadable!]
    Other versions:
  14. Thanasis Stengos & Yiguo Sun, 2005. "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics 7-2005, University of Cyprus Department of Economics. [Downloadable!]
    Other versions:
  15. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, School of Economics and Management, University of Aarhus. [Downloadable!]
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