An asymptotic theory for model selection inference in general semiparametric problems
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP61/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
- Hai Ying Wang & Xinjie Chen & Nancy Flournoy, 2016. "The focused information criterion for varying-coefficient partially linear measurement error models," Statistical Papers, Springer, vol. 57(1), pages 99-113, March.
- repec:spr:metrik:v:80:y:2017:i:5:d:10.1007_s00184-017-0616-1 is not listed on IDEAS
- Gerda Claeskens, 2012. "Focused estimation and model averaging with penalization methods: an overview," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 272-287, August.
- Liu, Chu-An, 2015.
"Distribution theory of the least squares averaging estimator,"
Journal of Econometrics,
Elsevier, vol. 186(1), pages 142-159.
- Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
- Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
- Zhang, Qingzhao & Duan, Xiaogang & Ma, Shuangge, 2017. "Focused information criterion and model averaging with generalized rank regression," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 11-19.
- Wei, Jiawei & Carroll, Raymond J. & Maity, Arnab, 2011. "Testing for constant nonparametric effects in general semiparametric regression models with interactions," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 717-723, July.
- Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016. "Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," IEAS Working Paper : academic research 16-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
- Maity, Arnab, 2008. "Efficient estimation of population quantiles in general semiparametric regression models," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2744-2750, November.
- Liu, Lian, 2007. "Estimation of generalized partially linear models with measurement error using sufficiency scores," Statistics & Probability Letters, Elsevier, vol. 77(15), pages 1580-1588, September.
- Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:biomet:v:94:y:2007:i:2:p:249-265. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press) or (Christopher F. Baum). General contact details of provider: https://academic.oup.com/biomet .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.