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Kernel Estimation of Partial Means and a General Variance Estimator

Citations

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Cited by:

  1. Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
  2. Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP72/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Graham, Bryan S. & Niu, Fengshi & Powell, James L., 2024. "Kernel density estimation for undirected dyadic data," Journal of Econometrics, Elsevier, vol. 240(2).
  4. Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2020. "Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 303-316, April.
  5. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Chiara Bocci & Marco Mariani, 2015. "L?approccio delle funzioni dose-risposta per la valutazione di trattamenti continui nei sussidi alla r&s," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(3 Suppl.), pages 81-102.
  7. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
  8. Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu, 2021. "Monotonicity-constrained nonparametric estimation and inference for first-price auctions," Econometric Reviews, Taylor & Francis Journals, vol. 40(10), pages 944-982, November.
  9. Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
  10. Rina Friedberg & Julie Tibshirani & Susan Athey & Stefan Wager, 2018. "Local Linear Forests," Papers 1807.11408, arXiv.org, revised Sep 2020.
  11. Bo Wei & Limin Peng & Mei‐Jie Zhang & Jason P. Fine, 2021. "Estimation of causal quantile effects with a binary instrumental variable and censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 559-578, July.
  12. Rosa L. Matzkin, 2003. "Nonparametric Estimation of Nonadditive Random Functions," Econometrica, Econometric Society, vol. 71(5), pages 1339-1375, September.
  13. Chen, Songnian, 1999. "Distribution-free estimation of the random coefficient dummy endogenous variable model," Journal of Econometrics, Elsevier, vol. 91(1), pages 171-199, July.
  14. repec:stn:sotoec:1311 is not listed on IDEAS
  15. Markus Frölich & Martin Huber, 2019. "Including Covariates in the Regression Discontinuity Design," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 736-748, October.
  16. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
  17. Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2013. "What model for entry in first-price auctions? A nonparametric approach," Journal of Econometrics, Elsevier, vol. 176(1), pages 46-58.
  18. FLORES-LAGUNES Alfonso & CHOE Chung & LEE Sang-Jun, 2011. "Do Dropouts Benefit from Training Programs? Korean Evidence Employing Methods for Continuous Treatments," LISER Working Paper Series 2011-34, Luxembourg Institute of Socio-Economic Research (LISER).
  19. Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-10, University of Miami, Department of Economics.
  20. Ma, Jun & Marmer, Vadim & Yu, Zhengfei, 2023. "Inference on individual treatment effects in nonseparable triangular models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2096-2124.
  21. Peter Malec, 2016. "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics 1633, Faculty of Economics, University of Cambridge.
  22. Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
  23. Susan Athey & Julie Tibshirani & Stefan Wager, 2016. "Generalized Random Forests," Papers 1610.01271, arXiv.org, revised Apr 2018.
  24. Khashayar Khosravi & Greg Lewis & Vasilis Syrgkanis, 2019. "Non-Parametric Inference Adaptive to Intrinsic Dimension," Papers 1901.03719, arXiv.org, revised Jun 2019.
  25. Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP54/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  26. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
  27. Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013. "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, vol. 175(1), pages 46-59.
  28. Deniz Ozabaci & Daniel Henderson, 2015. "Additive kernel estimates of returns to schooling," Empirical Economics, Springer, vol. 48(1), pages 227-251, February.
  29. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
  30. Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025. "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, vol. 249(PB).
  31. 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.
  32. Otsu, Taisuke & Whang, Yoon-Jae, 2011. "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, vol. 27(1), pages 114-153, February.
  33. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
  34. Martin Huber & Yu‐Chin Hsu & Ying‐Ying Lee & Layal Lettry, 2020. "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 814-840, November.
  35. Jun Shao & Lei Wang, 2016. "Semiparametric inverse propensity weighting for nonignorable missing data," Biometrika, Biometrika Trust, vol. 103(1), pages 175-187.
  36. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.
  37. Bhattacharya, Debopam & Dupas, Pascaline, 2012. "Inferring welfare maximizing treatment assignment under budget constraints," Journal of Econometrics, Elsevier, vol. 167(1), pages 168-196.
  38. Marmer, Vadim & Shneyerov, Artyom, 2012. "Quantile-based nonparametric inference for first-price auctions," Journal of Econometrics, Elsevier, vol. 167(2), pages 345-357.
  39. Badi H. Baltagi & Dong Li, 2002. "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 103-116, May.
  40. Wang, Suojin & Wang, C. Y., 2001. "A note on kernel assisted estimators in missing covariate regression," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 439-449, December.
  41. Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998. "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 567-585.
  42. Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011. "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 295-306.
  43. Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
  44. Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram, 2013. "The empirical content of Cournot competition," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1552-1581.
  45. Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand, 2015. "Adaptive estimation of an additive regression function from weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 77-94.
  46. Michela Bia & Carlos A. Flores & Alfonso Flores-Lagunes & Alessandra Mattei, 2014. "A Stata package for the application of semiparametric estimators of dose–response functions," Stata Journal, StataCorp LLC, vol. 14(3), pages 580-604, September.
  47. León Beleña & Ernesto Curbelo & Luca Martino & Valero Laparra, 2024. "Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation," Mathematics, MDPI, vol. 12(9), pages 1-15, May.
  48. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
  49. Kim, Woocheol & Linton, Oliver, 2003. "A local instrumental variable estimation method for generalized additive volatility models," LSE Research Online Documents on Economics 2028, London School of Economics and Political Science, LSE Library.
  50. Michael Jansson & Demian Pouzo, 2017. "Towards a General Large Sample Theory for Regularized Estimators," Papers 1712.07248, arXiv.org, revised Jul 2020.
  51. Hong, Han & Mahajan, Aprajit & Nekipelov, Denis, 2015. "Extremum estimation and numerical derivatives," Journal of Econometrics, Elsevier, vol. 188(1), pages 250-263.
  52. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
  53. Michael Zimmert & Michael Lechner, 2019. "Nonparametric estimation of causal heterogeneity under high-dimensional confounding," Papers 1908.08779, arXiv.org.
  54. Carlos A. Flores & Oscar A. Mitnik, 2013. "Comparing Treatments across Labor Markets: An Assessment of Nonexperimental Multiple-Treatment Strategies," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1691-1707, December.
  55. Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
  56. Vanhems, Anne & Van Keilegom, Ingrid, 2011. "Semiparametric transformation model with endogeneity: a control function approach," LIDAM Discussion Papers ISBA 2011011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  57. Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
  58. Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
  59. Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  60. Lina Zhang, 2020. "Spillovers of Program Benefits with Missing Network Links," Papers 2009.09614, arXiv.org, revised Aug 2024.
  61. Martins-Filho, Carlos & yang, ke, 2007. "Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion," MPRA Paper 39295, University Library of Munich, Germany.
  62. Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
  63. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
  64. Graham, Bryan S. & Imbens, Guido W. & Ridder, Geert, 2025. "Measuring the effects of segregation in the presence of social spillovers: A nonparametric approach," Journal of Econometrics, Elsevier, vol. 252(PB).
  65. Debbarh, Mohammed & Viallon, Vivian, 2008. "Testing additivity in nonparametric regression under random censorship," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2584-2591, November.
  66. Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu, 2026. "Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data," The Review of Economics and Statistics, MIT Press, vol. 108(3), pages 792-806, May.
  67. Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov, 2022. "Uniform convergence rates for nonparametric estimators smoothed by the beta kernel," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1353-1382, September.
  68. Liu, Laura & Poirier, Alexandre & Shiu, Ji-Liang, 2025. "Identification and estimation of partial effects in nonlinear semiparametric panel models," Journal of Econometrics, Elsevier, vol. 252(PB).
  69. Kristensen, Dennis, 2008. "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, vol. 144(2), pages 392-408, June.
  70. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
  71. Rahul Singh & Liyuan Xu & Arthur Gretton, 2021. "Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves," Papers 2111.03950, arXiv.org, revised Mar 2025.
  72. Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2014. "Complementarity and aggregate implications of assortative matching: A nonparametric analysis," Quantitative Economics, Econometric Society, vol. 5, pages 29-66, March.
  73. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
  74. Graham, Bryan S. & Pinto, Cristine Campos de Xavier, 2022. "Semiparametrically efficient estimation of the average linear regression function," Journal of Econometrics, Elsevier, vol. 226(1), pages 115-138.
  75. Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
  76. 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.
  77. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
  78. Kyle Colangelo & Ying-Ying Lee, 2020. "Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments," Papers 2004.03036, arXiv.org, revised Sep 2023.
  79. Marmer, Vadim & Shneyerov, Art & Xu, Pai, 2010. "Supplement to "What Model for Entry in First-Price Auctions? A Nonparametric Approach"," Microeconomics.ca working papers vadim_marmer-2010-22, Vancouver School of Economics, revised 18 Feb 2011.
  80. Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic," LSE Research Online Documents on Economics 106488, London School of Economics and Political Science, LSE Library.
  81. 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.
  82. Semykina, Anastasia & Xie, Yimeng & Yang, Cynthia Fan & Zhou, Qiankun, 2024. "Semiparametric least squares estimation of binary choice panel data models with endogeneity," Economic Modelling, Elsevier, vol. 132(C).
  83. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
  84. Fengler, M.R. & Mammen, E. & Vogt, M., 2015. "Specification and structural break tests for additive models with applications to realized variance data," Journal of Econometrics, Elsevier, vol. 188(1), pages 196-218.
  85. Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Semiparametric transformation model with endogeneity: a control function approach," LIDAM Discussion Papers ISBA 2013018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  86. Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
  87. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 655-679.
  88. Xiaohong Chen & Wayne Yuan Gao, 2025. "Semiparametric Learning of Integral Functionals on Submanifolds," Cowles Foundation Discussion Papers 2450, Cowles Foundation for Research in Economics, Yale University.
  89. Yingyao Hu & Arthur Lewbel, 2007. "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive 540, The Johns Hopkins University,Department of Economics.
  90. Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
  91. Kan K & Lee M, 2009. "Lose Weight for Money Only if Over-Weight: Marginal Integration for Semi-Linear Panel Models," Health, Econometrics and Data Group (HEDG) Working Papers 09/19, HEDG, c/o Department of Economics, University of York.
  92. Yang, Ji-Chung, 2005. "Impact measurement for public investment evaluation: An application to Korea," Journal of Policy Modeling, Elsevier, vol. 27(5), pages 535-551, July.
  93. Bryan S. Graham & Guido Imbens & Geert Ridder, 2016. "Identification and efficiency bounds for the average match function under conditionally exogenous matching," CeMMAP working papers 10/16, Institute for Fiscal Studies.
  94. Brice Romuald Gueyap Kounga, 2023. "Nonparametric Regression with Dyadic Data," Papers 2310.12825, arXiv.org.
  95. Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
  96. Nieuwenhuis, Aukje & Postepska, Agnieszka & Alessie, Rob, 2026. "The part-time trap: examining restrictions in women's labor supply decision," GLO Discussion Paper Series 1770, Global Labor Organization (GLO).
  97. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.
  98. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
  99. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
  100. Sun, Yulong & Wang, Kai & Zhou, Zhiping, 2025. "Fear propagation and return dynamics," Journal of Banking & Finance, Elsevier, vol. 173(C).
  101. Tu, Yundong & Wang, Ying, 2022. "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, vol. 229(2), pages 396-421.
  102. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
  103. Benedikt Funke & Masayuki Hirukawa, 2025. "On uniform consistency of nonparametric estimators smoothed by the gamma kernel," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(3), pages 459-489, June.
  104. Ping Yu & Qin Liao & Peter C.B. Phillips, 2019. "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 2209, Cowles Foundation for Research in Economics, Yale University.
  105. Rahul Singh, 2020. "Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments," Papers 2012.10315, arXiv.org, revised Mar 2023.
  106. Cheng Chou & Geert Ridder & Ruoyao Shi, 2024. "Identification and Estimation of Nonstationary Dynamic Binary Choice Models," Working Papers 202402, University of California at Riverside, Department of Economics.
  107. Van Keilegom, Ingrid & Vanhems, Anne, 2011. "Semiparametric transformation model with endogeneity: a control function approach," TSE Working Papers 11-243, Toulouse School of Economics (TSE).
  108. Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
  109. Hu, Yingyao, 2008. "Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution," Journal of Econometrics, Elsevier, vol. 144(1), pages 27-61, May.
  110. Chen, Songnian & Zhou, Yahong, 2007. "Estimating a generalized correlation coefficient for a generalized bivariate probit model," Journal of Econometrics, Elsevier, vol. 141(2), pages 1100-1114, December.
  111. Matias D. Cattaneo & Michael Jansson, 2018. "Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency," Econometrica, Econometric Society, vol. 86(3), pages 955-995, May.
  112. Xiaohong Chen & Wayne Yuan Gao, 2026. "Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals," Cowles Foundation Discussion Papers 2450R1, Cowles Foundation for Research in Economics, Yale University.
  113. Dennis Kristensen, 2004. "Estimation in Two Classes of Semiparametric Diffusion Models," FMG Discussion Papers dp500, Financial Markets Group.
  114. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
  115. Fengler, Matthias R. & Mammen, Enno & Vogt, Michael, 2013. "Additive modeling of realized variance: tests for parametric specifications and structural breaks," Economics Working Paper Series 1332, University of St. Gallen, School of Economics and Political Science.
  116. Chen, Songnian, 2010. "Root-N-consistent estimation of fixed-effect panel data transformation models with censoring," Journal of Econometrics, Elsevier, vol. 159(1), pages 222-234, November.
  117. Guggenberger, Patrik & Smith, Richard J., 2008. "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January.
  118. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998. "Semiparametric additive indices for binary response and generalized additive models," SFB 373 Discussion Papers 1998,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  119. Lukusa, Martin T. & Phoa, Frederick Kin Hing, 2020. "A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates," Statistics & Probability Letters, Elsevier, vol. 158(C).
  120. Manuel S. Santos & Juan Pablo Rincon-Zapatero, 2007. "Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions," Working Papers 0614, University of Miami, Department of Economics.
  121. Brantly Callaway & Weige Huang, 2020. "Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 808-842, August.
  122. 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, IZA Network @ LISER.
  123. Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei, 2024. "Local regression distribution estimators," Journal of Econometrics, Elsevier, vol. 240(2).
  124. Li, Cong & Liang, Zhongwen, 2015. "Asymptotics for nonparametric and semiparametric fixed effects panel models," Journal of Econometrics, Elsevier, vol. 185(2), pages 420-434.
  125. Morteza Haghiri, 2013. "Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 25-34, February.
  126. BIA Michela & FLORES Carlos A. & MATTEI Alessandra, 2011. "Nonparametric Estimators of Dose-Response Functions," LISER Working Paper Series 2011-40, Luxembourg Institute of Socio-Economic Research (LISER).
  127. Ruijun Bu & Jihyun Kim & Bin Wang, 2020. "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers 202021, University of Liverpool, Department of Economics.
  128. Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
  129. 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.
  130. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355, December.
  131. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, vol. 155(1), pages 90-98, March.
  132. V Chernozhukov & W K Newey & R Singh, 2023. "A simple and general debiased machine learning theorem with finite-sample guarantees," Biometrika, Biometrika Trust, vol. 110(1), pages 257-264.
  133. Wei, Bo & Tan, Kean Ming & He, Xuming, 2024. "Estimation of complier expected shortfall treatment effects with a binary instrumental variable," Journal of Econometrics, Elsevier, vol. 238(2).
  134. Bertanha, Marinho, 2020. "Regression discontinuity design with many thresholds," Journal of Econometrics, Elsevier, vol. 218(1), pages 216-241.
  135. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2017. "Corrigendum: Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 964-968.
  136. Xiaohong Chen & Wayne Yuan Gao, 2025. "Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals," Papers 2507.12673, arXiv.org, revised Mar 2026.
  137. Bryan S. Graham & Fengshi Niu & James L. Powell, 2020. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," Papers 2012.08444, arXiv.org, revised Mar 2021.
  138. Davide Golinelli & Andrea Musolesi & Alexandra Soberon, 2026. "Continuous Endogenous Variables in Partially Linear Regression Models," SEEDS Working Papers 0926, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised May 2026.
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