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The efficiency of the second-order nonlinear least squares estimator and its extension

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  • Mijeong Kim
  • Yanyuan Ma

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  • Mijeong Kim & Yanyuan Ma, 2012. "The efficiency of the second-order nonlinear least squares estimator and its extension," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 751-764, August.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:4:p:751-764
    DOI: 10.1007/s10463-011-0332-y
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    References listed on IDEAS

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    1. Newey, Whitney K. & Powell, James L., 1990. "Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions," Econometric Theory, Cambridge University Press, vol. 6(3), pages 295-317, September.
    2. Maity, Arnab & Ma, Yanyuan & Carroll, Raymond J., 2007. "Efficient Estimation of Population-Level Summaries in General Semiparametric Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 123-139, March.
    3. Liqun Wang & Alexandre Leblanc, 2008. "Second-order nonlinear least squares estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 883-900, December.
    4. Anastasios A. Tsiatis & Yanyuan Ma, 2004. "Locally efficient semiparametric estimators for functional measurement error models," Biometrika, Biometrika Trust, vol. 91(4), pages 835-848, December.
    5. Ma, Yanyuan & Genton, Marc G. & Tsiatis, Anastasios A., 2005. "Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 980-989, September.
    6. Yanyuan Ma & Jeng-Min Chiou & Naisyin Wang, 2006. "Efficient semiparametric estimator for heteroscedastic partially linear models," Biometrika, Biometrika Trust, vol. 93(1), pages 75-84, March.
    7. Yanyuan Ma & Jeffrey D. Hart, 2007. "Constrained local likelihood estimators for semiparametric skew-normal distributions," Biometrika, Biometrika Trust, vol. 94(1), pages 119-134.
    8. Ma, Yanyuan & Carroll, Raymond J., 2006. "Locally Efficient Estimators for Semiparametric Models With Measurement Error," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1465-1474, December.
    9. Chamberlain, Gary, 1992. "Efficiency Bounds for Semiparametric Regression," Econometrica, Econometric Society, vol. 60(3), pages 567-596, May.
    10. D. Zeng & D. Y. Lin, 2007. "Maximum likelihood estimation in semiparametric regression models with censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(4), pages 507-564, September.
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    Citations

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    Cited by:

    1. Mustafa Salamh & Liqun Wang, 2021. "Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors," Econometrics, MDPI, vol. 9(4), pages 1-17, November.
    2. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.
    3. Mustafa Salamh & Liqun Wang, 2021. "Second-Order Least Squares Method for Dynamic Panel Data Models with Application," JRFM, MDPI, vol. 14(9), pages 1-19, September.
    4. Mijeong Kim & Yanyuan Ma, 2019. "Semiparametric efficient estimators in heteroscedastic error models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(1), pages 1-28, February.
    5. Fei Jiang & Yanyuan Ma & J. Jack Lee, 2017. "A second-order semiparametric method for survival analysis, with application to an acquired immune deficiency syndrome clinical trial study," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(4), pages 833-846, August.

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