Implementing Nonparametric and Semiparametric Estimators

Citations

Cited by:

1. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
2. Heckman, James J., 2010. "The Assumptions Underlying Evaluation Estimators," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
3. Florens, Jean-Pierre & Sokullu, Senay, 2017. "Nonparametric Estimation Of Semiparametric Transformation Models," Econometric Theory, Cambridge University Press, vol. 33(4), pages 839-873, August.
   • Senay Sokullu, 2012. "Nonparametric Estimation of Semiparametric Transformation Models," Bristol Economics Discussion Papers 12/625, School of Economics, University of Bristol, UK.
4. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
5. Kristensen, Dennis, 2008. "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, vol. 144(2), pages 392-408, June.
   • Kristensen, Dennis, 2004. "Estimation of partial differential equations with applications in finance," LSE Research Online Documents on Economics 24738, London School of Economics and Political Science, LSE Library.
6. Orazio Attanasio & Elena Pastorino, 2020. "Nonlinear Pricing in Village Economies," Econometrica, Econometric Society, vol. 88(1), pages 207-263, January.
   • Orazio Attanasio & Elena Pastorino, 2015. "Nonlinear Pricing in Village Economies," NBER Working Papers 21718, National Bureau of Economic Research, Inc.
   • Orazio Attanasio & Elena Pastorino, 2019. "Nonlinear Pricing in Village Economies," Opportunity and Inclusive Growth Institute Working Papers 23, Federal Reserve Bank of Minneapolis.
7. Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
   • Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
   • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
   • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
8. Dorn, Sabrina & Egger, Peter, 2015. "On the distribution of exchange rate regime treatment effects on international trade," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 75-94.
   • Egger, Peter & Dorn, Sabrina, 2011. "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," CEPR Discussion Papers 8654, C.E.P.R. Discussion Papers.
   • Dorn, Sabrina & Egger, Peter, 2012. "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62054, Verein für Socialpolitik / German Economic Association.
9. James J. Heckman, 2008. "The Principles Underlying Evaluation Estimators with an Application to Matching," Annals of Economics and Statistics, GENES, issue 91-92, pages 9-73.
10. Jean‐Pierre Florens & Jan Johannes & Sébastien Van Bellegem, 2012. "Instrumental regression in partially linear models," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 304-324, June.
    • FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2006. "Instrumental regression in partially linear models," LIDAM Discussion Papers CORE 2006025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Instrumental Regression in Partially Linear Models," IDEI Working Papers 613, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Instrumental Regression in Partially Linear Models," TSE Working Papers 10-167, Toulouse School of Economics (TSE).
11. Heckman, James J. & Schmierer, Daniel, 2010. "Tests of hypotheses arising in the correlated random coefficient model," Economic Modelling, Elsevier, vol. 27(6), pages 1355-1367, November.
    • James J. Heckman & Daniel A. Schmierer, 2010. "Tests of Hypotheses Arising in the Correlated Random Coefficient Model," NBER Working Papers 16421, National Bureau of Economic Research, Inc.
    • Heckman, James J. & Schmierer, Daniel, 2010. "Tests of Hypotheses Arising in the Correlated Random Coefficient Model," IZA Discussion Papers 5205, Institute of Labor Economics (IZA).
    • James J Heckman & Daniel Schmierer, 2010. "Tests of Hypotheses Arising In the Correlated Random Coefficient Model," Working Papers 201045, Geary Institute, University College Dublin.
12. Ying Zhu, 2021. "Phase transitions in nonparametric regressions," Papers 2112.03626, arXiv.org, revised Nov 2023.
13. Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
    • Timothy B. Armstrong, 2014. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960, Cowles Foundation for Research in Economics, Yale University.
    • Timothy B. Armstrong, 2016. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R, Cowles Foundation for Research in Economics, Yale University.
    • Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
14. Wang, Xiaojun & Fleisher, Belton M. & Li, Haizheng & Li, Shi, 2014. "Access to college and heterogeneous returns to education in China," Economics of Education Review, Elsevier, vol. 42(C), pages 78-92.
15. Chung Choe & Alfonso Flores-Lagunes & Sang-Jun Lee, 2015. "Do dropouts with longer training exposure benefit from training programs? Korean evidence employing methods for continuous treatments," Empirical Economics, Springer, vol. 48(2), pages 849-881, March.
16. Dennis Kristensen, 2009. "Semiparametric modelling and estimation (in Russian)," Quantile, Quantile, issue 7, pages 53-83, September.
17. Gagliardini, Patrick & Ronchetti, Diego, 2013. "Semi-parametric estimation of American option prices," Journal of Econometrics, Elsevier, vol. 173(1), pages 57-82.
18. Heckman, James J. & Schmierer, Daniel & Urzua, Sergio, 2010. "Testing the correlated random coefficient model," Journal of Econometrics, Elsevier, vol. 158(2), pages 177-203, October.
    • James J. Heckman & Daniel A. Schmierer & Sergio S. Urzua, 2009. "Testing the Correlated Random Coefficient Model," NBER Working Papers 15463, National Bureau of Economic Research, Inc.
    • James Heckman & Daniel Schmierer & Sergio Urzua, 2010. "Testing the correlated random coefficient model," CeMMAP working papers CWP10/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • James J. Heckman & Daniel Schmierer, 2009. "Testing the Correlated Random Coefficient Model," Working Papers 200937, Geary Institute, University College Dublin.
    • Heckman, James J. & Schmierer, Daniel & Urzua, Sergio, 2009. "Testing the Correlated Random Coefficient Model," IZA Discussion Papers 4525, Institute of Labor Economics (IZA).
19. Pedro Cerqueira, 2013. "A closer look at the world business cycle synchronization," International Economics and Economic Policy, Springer, vol. 10(3), pages 349-363, September.
    • Pedro André Cerqueira, 2010. "A Closer Look at the World Business Cycle Synchronization," GEMF Working Papers 2010-21, GEMF, Faculty of Economics, University of Coimbra.
20. Sean M. Dougherty & Octavio R. Escobar, 2016. "Could Mexico become the new ‘China’? Policy drivers of competitiveness and productivity," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 13(2), pages 169-198, December.
    • Sean Dougherty & Octavio Escobar, 2016. "Could Mexico become the new ‘China'?: Policy drivers of competitiveness and productivity," OECD Productivity Working Papers 4, OECD Publishing.
21. Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
    • Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
22. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
23. Kloss, Mathias & Petrick, Martin, 2014. "The productivity of family and hired labour in EU arable farming," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 183041, European Association of Agricultural Economists.
    • Kloss, Mathias & Petrick, Martin, 2018. "The productivity of family and hired labour in EU arable farming," IAMO Discussion Papers 174, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    • Kloss, Mathias & Petrick, Martin, 2018. "The productivity of family and hired labour in EU arable farming," IAMO Discussion Papers 274820, Institute of Agricultural Development in Transition Economies (IAMO).
    • Kloss, Mathias & Petrick, Martin, 2014. "The Productivity of Family and Hired Labour in EU Arable Farming," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187353, German Association of Agricultural Economists (GEWISOLA).
24. Rothe, Christoph, 2009. "Semiparametric estimation of binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 153(1), pages 51-64, November.
25. Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
    • Dennis Kristensen, 2009. "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers 2009-41, Department of Economics and Business Economics, Aarhus University.
26. Susanne M Schennach, 2020. "A Bias Bound Approach to Non-parametric Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
    • Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers 71/15, Institute for Fiscal Studies.
    • Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers CWP71/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
27. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
    • Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
28. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    • Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
    • Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    • Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
29. Janys, Lena, 2017. "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168077, Verein für Socialpolitik / German Economic Association.
30. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012. "Optimal inference for instrumental variables regression with non-Gaussian errors," Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
    • Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
31. Sami Mestiri & Abdeljelil Farhat, 2021. "Using Non-parametric Count Model for Credit Scoring," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-49, March.
32. Myung Jae Sung, 2014. "Square Density Weighted Average Derivatives Estimation of Single Index Models," Korean Economic Review, Korean Economic Association, vol. 30, pages 301-331.
33. Flores-Lagunes, Alfonso & Gonzalez, Arturo & Neumann, Todd C., 2007. "Estimating the Effects of Length of Exposure to a Training Program: The Case of Job Corps," IZA Discussion Papers 2846, Institute of Labor Economics (IZA).
    • Carlos A. Flores & Alfonso Flores-Lagunes & Arturo Gonzalez & Todd C. Neumann, 2009. "Estimating the Effects of Length of Exposure to Training Program: The Case of Job Corps," Working Papers 2010-3, University of Miami, Department of Economics.
    • Alfonso Flores-Lagunes & Arturo Gonzalez & Todd C. Neumann, 2007. "Estimating the Effects of Length of Exposure to a Training Program: The Case of Job Corps," Working Papers 1042, Princeton University, Department of Economics, Industrial Relations Section..
34. Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
    • Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R, Cowles Foundation for Research in Economics, Yale University, revised May 2017.
    • Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043, Cowles Foundation for Research in Economics, Yale University.
    • Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2017.
35. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
36. Kanaya, Shin, 2017. "Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach," Econometric Theory, Cambridge University Press, vol. 33(4), pages 874-914, August.
    • Shin Kanaya, 2015. "Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach," CREATES Research Papers 2015-50, Department of Economics and Business Economics, Aarhus University.
37. Lee, Wang-Sheng, 2014. "Big and Tall: Is there a Height Premium or Obesity Penalty in the Labor Market?," IZA Discussion Papers 8606, Institute of Labor Economics (IZA).
38. Sergio Parra Cely & Clotilde Mahé, 2020. "Does Internal Displacement Affect Educational Achievement in Host Communities?," DEM Discussion Paper Series 20-05, Department of Economics at the University of Luxembourg.
39. Mogstad, M. & Wiswall, M., 2012. "Instrumental variables estimation with partially missing instruments," Economics Letters, Elsevier, vol. 114(2), pages 186-189.
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40. Zier, Patrick, 2013. "Econometric impact assessment of the Common Agricultural Policy in East German agriculture," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 71, number 71.
41. Fan, Elliott & Lien, Hsienming & Ma, Ching-to Albert, 2019. "Uterus at a price: Disability insurance and hysterectomy," Journal of Health Economics, Elsevier, vol. 66(C), pages 1-17.
    • Elliott Fan & Hsienming Lien & Ching-to Albert Ma, 2017. "Uterus at a Price: Disability Insurance and Hysterectomy," Boston University - Department of Economics - Working Papers Series WP2018-001, Boston University - Department of Economics.
42. Hiroyuki Nakata & Yasuyuki Sawada, 2007. "Demand for non-life insurance: A cross-country analysis," CIRJE F-Series CIRJE-F-461, CIRJE, Faculty of Economics, University of Tokyo.
43. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
44. Leandro M. De Magalhães & Lucas Ferrero, 2009. "Budgetary Separation of Powers in the American States and the Tax Level: A Regression Discontinuity Design," The Centre for Market and Public Organisation 09/225, The Centre for Market and Public Organisation, University of Bristol, UK.
45. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
46. Manuel E. Lago & Santiago Lago-Peñas & Jorge Martinez-Vazquez, 2022. "On the effects of intergovernmental grants: a survey," Working Papers. Collection A: Public economics, governance and decentralization 2204, Universidade de Vigo, GEN - Governance and Economics research Network.
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47. Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018. "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 76-97.
48. Ignacio Moral-Arce & Stefan Sperlich & Ana Fernández-Saínz & Maria Roca, 2012. "Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis," Journal of Labor Research, Springer, vol. 33(2), pages 173-195, June.
49. repec:zbw:iamodp:274820 is not listed on IDEAS
50. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
51. Cattaneo, Matias D. & Farrell, Max H., 2013. "Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators," Journal of Econometrics, Elsevier, vol. 174(2), pages 127-143.
52. Gelo, Dambala & Muchapondwa, Edwin & Koch, Steven F., 2016. "Decentralization, market integration and efficiency-equity trade-offs: Evidence from Joint Forest Management in Ethiopian villages," Journal of Forest Economics, Elsevier, vol. 22(C), pages 1-23.
53. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
54. Cohen, Jeffrey P. & Osleeb, Jeffrey P. & Yang, Ke, 2014. "Semi-parametric regression models and economies of scale in the presence of an endogenous variable," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 252-261.
55. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.