SEMIPARAMETRIC METHODS IN ECONOMETRICS

By Qi Li. Econometric Theory, 2000

132 citations recorded by the source corpus.

Subfields: General Agricultural and Biological Sciences, Statistics and Probability, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/a57bb6d513a7442191cb46a4ab0a90b6aab9498c

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Citations in the corpus

Understanding the Impact of Synergy in Multimedia Communications (2003, methodology): “If it is assumed that the response function is continuous and that its (N + 1) variables can be combined linearly, the resulting model is known as the single-index model (for more information, see Horowitz 1998).”
Identification and Estimation of Hedonic Models (2004, unknown): “One is based on extensions of average derivative models (Powell, Stock, and Stoker 1989) and closely related transformation models (see Horowitz 1998).”
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions (2003, background): “Additional examples can be found in Powell (1994) and Horowitz (1998).”
Identification and information in monotone binary models (2007, methodology): “, Manski, 1975, 1985; Han, 1987; Horowitz, 1992; Cavanagh and Sherman, 1998), but they represent a potential obstacle to empirical applications. This is why we propose an alternative to the large-support condition. Parameter b remains just identified and the estimation unchanged when a symmetry cond”
GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (2013, methodology): “This alternative strategy was also advocated by Huang, Horowitz, and Wei (2010) for removing the requirement of√ n-consistent initial estimator when they studied the adaptive LASSO for variable selection in high-dimensional linear and nonparametric additive models.”
Semiparametric Regression for the Applied Econometrician (2006, background): “An important microeconometric topic not addressed is the seminonparametric estimation of discrete choice, selectivity, and censored regression models; these topics are for instance treated in Horowitz (1998) or Pagan and Ullah (1999). Given the microeconometric focus of the book, an inclusion of suc”
Identification of binary choice models with social interactions (2007, background): “Variants of these assumptions will be maintained throughout and are based on Cameron and Heckman (1998), Horowitz (1998), and Manski (1988).”
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (2007, background): “See Powell (1994) and Horowitz (1998) for reviews. component to depend on endogenous variables but they do not provide any estimator for ho; without specifying how to compute bhn all they could suggest is to bootstrap the limiting distribution for the plug-in estimator of a smooth functional.”
Identification and Estimation of Regression Models with Misclassification (2006, unknown): “1 of Horowitz (1998). The assumptions require (roughly) non-constant, non-periodic and differentiable index function g (·), continuously distributed z with E (zz′) > 0, parameter vector normalizations and conditions on the support of the index.”
ON THE IDENTIFIABILITY OF ADDITIVE INDEX MODELS (2011, background): “Horowitz (1998) discusses an extension of the single index model that is also a special case of the additive index model; the so-called multiple index model amounts to assuming that the sets Aj = {k : αjk 6= 0}, j = 1, . . . ,M , are disjoint.”
Earnings Functions When Wages and Prices Vary by Location (2009, background): “See, e.g., Gyourko, Kahn, and Tracy (1999) for a discussion of consumption amenities, and Glaeser and Mare (2001) for some evidence about the presence of production amenities in expensive cities. lower in high-priced cities.”
Valid Inference in Single-Firm, Single-Event Studies (2013, unknown): “Even if H is unknown, finite-dimensional θ often is still consistently estimable via semi-parametric methods (see, e.g., Horowitz, 1998), so as = H(ys , Xs , θ) should be consistently estimable under suitable regularity conditions; thus the SQ test might sometimes be valid then, too.”
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS (2004, background): “Horowitz and mu·dle (1994) introduced the HH test for the null hypothesis of a fully parametric generalized linear model. mirdle, Spokoiny and Sperlich (1997) discussed rate optimality of those tests.”
Estimation of Semiparametric Models When the Criterion Function is Not Smooth (2002, unknown): “Horowitz has applied this idea to a number of problems including standard median estimation [Horowitz (1998a)]; he gives some additional justiÞcation for this approach in terms of higher order properties.”
Estimation of Nonlinear Models with Measurement Error Using Marginal Information1 (2004, unknown): “ĝ1(ε) = Re 1 2π Z Tn −Tn φ̂x(t) φ̂x∗(t, ηn) e−itεdt (33)”