Asymptotic Variance of Semiparametric Estimators With Generated Regressors

By Jinyong Hahn, Geert Ridder. 2013

60 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6b71f5456e926487f7855d1ad281038d3a624fe8

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Citations in the corpus

Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (2014, methodology): “The asymptotic variance of general estimators within this class of models is studied by Hahn and Ridder (2010), using pathwise derivatives as in Newey (1994).”
Matching Methods in Practice: Three Examples (2015, methodology): “…first order large sample properties of point and interval estimators using matching (Abadie and Imbens, 2006), non-parametric regression methods (Frolich, 2000; Chen, Hong and Tarozzi, 2008; Hahn, 1998; Hahn and Ridder, 2013), or weighting (Hirano, Imbens, and Ridder, 2003; Frölich, 2002).”
Two-Step Estimation and Inference with Possibly Many Included Covariates (2018, methodology): “In fact, our distributional approximation leading to (2) is based on a quadratic approximation of θ̂, as opposed to the traditional linear approximation commonly encountered in the semiparametrics literature (Newey, 1994; Chen, 2007; Hahn and Ridder, 2013), thereby giving a more general characteriza”
Nonparametric estimation of causal heterogeneity under high-dimensional confounding (2019, methodology): “In contrast to Hirano, Imbens, and Ridder’s (2003) estimator, Hahn’s (1998) estimator and matching on the propensity score (Hahn and Ridder, 2013), we do not rely on nonparametrically estimated first stages.”
The Value of Knowing the Propensity Score for Estimating Average Treatment Effects (2016, background): “…by Hirano, 2 Imbens, and Ridder (2003) for inverse probability weighting, Imai and van Dyk (2004) for subclassification, Abadie and Imbens (2016) for nearest neighbor matching, and Hahn and Ridder (2013) and Mammen, Rothe, and Schienle (2016) for propensity score-based regression adjustment.”
Nonparametric regression with nonparametrically generated covariates (2012, unknown): “Imbens and Newey (2009) use nonparametric estimates of control variables to correct for endogeneity in triangular structural equation models with nonseparable disturbances.”