SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS

By Qi Li, Jeffrey M. Wooldridge. 2002

79 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

How researchers see this paper

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In Economics and Econometrics

1. Liangjun Su
2. Christoph Rothe
3. Juan-Carlos Escanciano
4. David T. Jacho-Chávez
5. Enno Mammen
6. Lingzhou Xue
7. Jiawei Yao
8. Arthur Lewbel

In Finance

1. Liangjun Su
2. Aman Ullah
3. Stefan Sperlich
4. Lingzhou Xue
5. Jiawei Yao
6. Ana Fernandez Sainz
7. David T. Jacho-Chávez
8. Hua Liang

In Statistics and Probability

1. Liangjun Su
2. Juan-Carlos Escanciano
3. Jianqing Fan
4. Enno Mammen
5. Hua Liang
6. Lingzhou Xue
7. Heng Lian
8. Aman Ullah

Citations in the corpus

• Sufficient Forecasting Using Factor Models (2015, methodology): “This falls into the category of nonparametric regression with nonparametrically estimated covariates, which was discussed by few papers such as Andrews (1995), Li and Wooldridge (2002) and Mammen et al.”
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (2009, background): “Li (2002) considered the problems of estimating a semiparametric partially linear model for dependent data with generated regressors.”
• Analyzing Semiparametrically the Trends in the Gender Pay Gap - The Example of Spain (2008, methodology): “A different semiparametric estimator for regression data with selection bias problems is proposed by Li and Wooldridge (2002).”
• Asymptotic Variance of Semiparametric Estimators With Generated Regressors (2013, unknown): “+ ∂ ∂α E [(x− E [x∣ υ (w, α)]) (m (υ∗)− E [m (υ∗)∣ υ∗])] ∣∣∣∣ α=α∗ (9)”
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (2014, background): “…(1993), Ahn and Manski (1993), Olley and Pakes (1996), Ahn (1997), Heckman, Ichimura and Todd (1998), Newey, Powell and Vella (1999), Pinkse (2001), Li and Wooldridge (2002), Das, Newey, and Vella (2003), Blundell and Powell (2004), Heckman and Vytlacil (2005), Lewbel and Linton (2007), Imbens and…”
• STRUCTURAL THRESHOLD REGRESSION (2016, methodology): “Although not trivial, Assumptions 1.4 and 1.5 can be relaxed and the bias correction terms can be estimated by semiparametric methods such as a series approximation; see Li and Wooldridge (2002).”
• SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (2014, background): “Examples include Newey (1994), Andrews (1994), Chen and Shen (1998), Ai and Chen (2003), Chen, Linton, and Van Keilegom (2003), or Ichimura and Lee (2010).”
• Nonparametric regression with nonparametrically generated covariates (2012, background): “Li and Wooldridge (2002) consider a partial linear model with generated covariates.”
• GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (2013, background): “…partially linear models (PLM), for which there is much work in the literature (Chen, 1988; Engle, Granger, Rice, and Weiss, 1986; Härdle, Liang, and Gao, 2000; Heckman, 1986; Juhl and Xiao, 2005; Li and Stengos, 1996; Li and Wooldridge, 2002; Robinson, 1988; Speckman, 1988; Su and Jin, 2010).”
• UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (2009, unknown): “The second extension addresses a situation that often appears in semiparametric problems where kernel estimators depend on the finite-dimensional parameter of interest, for example, single-index models (Xia and Härdle, 2006) and models with generated regressors (Li and Wooldridge, 2002).”
• Local polynomial estimation of nonparametric simultaneous equations models (2008, background): “See Li and Wooldridge (2002).”