Non- and semi-parametric estimation in models with unknown smoothness
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- Yulia Kotlyarova & Victoria Zinde-Walsh, 2006. "Non And Semi-Parametric Estimation In Models With Unknown Smoothness," Departmental Working Papers 2006-15, McGill University, Department of Economics.
References listed on IDEAS
- Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643, December.
- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
- Zinde-Walsh, Victoria, 2002. "Asymptotic Theory For Some High Breakdown Point Estimators," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1172-1196, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Victoria Zinde-Walsh & Marcia M.A. Schafgans, 2007. "Robust Average Derivative Estimation," Departmental Working Papers 2007-12, McGill University, Department of Economics.
- Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton, 2009.
"An Alternative Way of ComputingEfficient Instrumental VariableEstimators,"
STICERD - Econometrics Paper Series
536, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Chen, Xiaohong & Linton, Oliver & Jacho-Chávez, David T., 2009. "An alternative way of computing efficient instrumental variable estimators," LSE Research Online Documents on Economics 58016, London School of Economics and Political Science, LSE Library.
- Kotlyarova, Yulia & Schafgans, Marcia M. A. & Zinde‐Walsh, Victoria, 2011.
"Adapting kernel estimation to uncertain smoothness,"
LSE Research Online Documents on Economics
42015, London School of Economics and Political Science, LSE Library.
- Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series 557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012. "Averaging of moment condition estimators," CeMMAP working papers CWP26/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iglesias Emma M, 2010. "First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-30, May.
- Antoine, Bertille & Renault, Eric, 2012.
"Efficient minimum distance estimation with multiple rates of convergence,"
Journal of Econometrics,
Elsevier, pages 350-367.
- Bertille Antoine & Eric Renault, 2012. "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.
- D. F. Benoit & D. Van Den Poel, 2010. "Binary quantile regression: A Bayesian approach based on the asymmetric Laplace density," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/662, Ghent University, Faculty of Economics and Business Administration.
- repec:cep:stiecm:/2011/557 is not listed on IDEAS
More about this item
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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