Semiparametric and Nonparametric Methods in Econometrics

By Joel L. Horowitz. 2009

277 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c5e79010bb2e373c5ce2950153e9b67fe18c4c83

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Citations in the corpus

Partial linear single index models with distortion measurement errors (2013, background): “Horowitz (2009) enlists various examples and illustrates the usefulness of the single index model.”
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference (2015, methodology): “This article is connected to the well-established literature on nonparametric smoothing, see Wand and Jones (1995), Fan and Gijbels (1996), Horowitz (2009), and Ruppert, Wand, and Carroll (2009) for reviews.”
Semiparametric theory and empirical processes in causal inference (2015, background): “eld estimators that can satisfy this condition. In particular, faster than n−1/4 rates are possible with single index models, generalized additive models, and partially linear models (see for example [18] for a review of such models, which typically yield estimators with n−2/5 rates), as well as reg”
Identification of Social Interactions (2011, unknown): “The assumptions stated here allow for a proof structure that mimics Horowitz (2009).”
Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity (2016, unknown): “We start with a generic random utility model for multinomial choices without specifying the random 1An exhaustive survey is provided in Horowitz (2009), Chapters 2 and 3.”
Applied Nonparametric Instrumental Variables Estimation (2011, methodology): “The ill-posed inverse problem also arises in deconvolution and nonparametric density estimation (Härdle and Linton 1994, Horowitz 2009 ).”
Non‐parametric methods for doubly robust estimation of continuous treatment effects (2015, background): “This is because, under regularity conditions and with optimal smoothing, a generalized additive model estimator converges at rate Op.n−2=5/ (Horowitz, 2009), so if the other nuisance estimator is merely consistent we have rn.a/sn.a/ = O.n−2=5/o.1/ = o.n−2=5/, which satisfies condition (f) as long…”
Nonparametric modelling for functional data: selected survey and tracks for future (2018, background): “Adapted from the wide multivariate literature (see [129], [130] or [131]), few recent advances have beendeveloped for functional variable (see [132] for a survey).”
TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (2012, methodology): “Other available estimators are presented, for example, in Muller and Stadtmuller (1987), Fan and Yao (1998), Horowitz and Spokoiny (2001), and Hardle and Tsybakov (1997).”