An asymptotic theory for model selection inference in general semiparametric problems
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- Kitagawa, Toru & Muris, Chris, 2016.
"Model averaging in semiparametric estimation of treatment effects,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
- Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 46/15, 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.
- Haili Zhang & Guohua Zou, 2020. "Cross-Validation Model Averaging for Generalized Functional Linear Model," Econometrics, MDPI, vol. 8(1), pages 1-35, February.
- Jiang Du & Zhongzhan Zhang & Tianfa Xie, 2017. "Focused information criterion and model averaging in censored quantile regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 547-570, July.
- 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, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 61/13, Institute for Fiscal Studies.
- Chu‐An Liu & Biing‐Shen Kuo, 2016.
"Model averaging in predictive regressions,"
Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
- Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
- 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, 2021.
"Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 54-68, January.
- 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.
- S. C. Pandhare & T. V. Ramanathan, 2020. "The focussed information criterion for generalised linear regression models for time series," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 485-507, December.
- Tao Huang & Jialiang Li, 2018. "Semiparametric model average prediction in panel data analysis," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 125-144, January.
- 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.
- Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
- Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022. "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, vol. 229(2), pages 219-245.
- Hai 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.
- Mohammad Arashi & Priyanka Nagar & Andriette Bekker, 2020. "Joint Probabilistic Modeling of Wind Speed and Wind Direction for Wind Energy Analysis: A Case Study in Humansdorp and Noupoort," Sustainability, MDPI, vol. 12(11), pages 1-15, May.
- S. C. Pandhare & T. V. Ramanathan, 2020. "The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2}$$ L 2 -differentiable parametric densities," Statistical Inference for Stochastic Processes, Springer, vol. 23(3), pages 637-663, October.
- 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.
- 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.
- 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.
- 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.
- S. Hossain & S. Ejaz Ahmed & Grace Y. Yi & B. Chen, 2016. "Shrinkage and pretest estimators for longitudinal data analysis under partially linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 531-549, September.
- Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
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