Semiparametric estimation of binary response models with endogenous regressors

By Christoph Rothe. 2009

73 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0043fc63178462f19d238927ce3ab27ba0da2192

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Citations in the corpus

Nonparametric regression with nonparametrically generated covariates (2012, unknown): “55 94 v1 [ m at h. ST ] 2 4 Ju l 2 01 2 The Annals of Statistics 2012, Vol. 40, No. 2, 1132–1170 DOI: 10.1214/12-AOS995 c© Institute of Mathematical Statistics, 2012”
On Instrumental Variables Estimation of Causal Odds Ratios (2011, background): “A further limitation is that all foregoing approaches require the exposure to be continuously distributed (Rothe, 2009); some additionally require the IV to be continuously distributed (Imbens and Newey, 2009).”
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (2014, methodology): “…, Z ⊤ 2 ) ⊤ and W (X) = (Z⊤1 θ1 +X ⊤ 2 θ2,X2 − g(Z1, Z2)), then ∆̂n could be the first order conditions for semiparametric weighted least squares or maximum likelihood estimators that uses ‘control function’ approaches as in Escanciano, Jacho-Chávez and Lewbel (2011) and Rothe (2009) respectively.”
SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (2014, methodology): “On the other hand, bounds on the supremum norm of the approximation error, as studied Mammen, Rothe, and Schienle (2012), typically vanish at a rate slower than n−1/2, and are thus not useful to establish the “asymptotic normality” condition. They can however, with some adaptation, be employed to ve”
Identification and estimation of semiparametric two‐step models (2016, unknown): “Some of these conditions could in principle be shown to satisfy the higher level assumptions provided in Chen, Linton, and van Keilegom (2003), but establishing that those assumptions hold is difficult (see, e.g., Rothe, 2009).”