Efficient Estimation of Additive Partially Linear Models

By Qi Li. 2000

87 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/cb3c07d1da5418bb4c94921f8b4ee0fdb879f1c1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Dong Li
2. Badi H. Baltagi
3. Cheng Hsiao
4. Jian Yang
5. Youngjae Chang
6. Qi Li

In Statistics and Probability

1. Cheng Hsiao
2. Dong Li
3. Badi H. Baltagi
4. Qi Li
5. Jian Yang
6. Youngjae Chang
7. Jeffrey S. Racine
8. Léopold Simar

Citations in the corpus

• A Semiparametric Approach to Interpretable Machine Learning (2020, unknown): “Parameters of models in this class are known to be difficult to estimate[26].”
• Series Estimation of Partially Linear Panel Data Models with Fixed Effects (2002, methodology): “We extend the results in Li (2000) to a dynamic panel data model which allows for dependent observations and the presence of lagged dependent variables among the regressors.”
• The Relationship between Stock Returns and Volatility in International Stock Markets (2005, methodology): “Unlike a purely nonparametric model with d-lagged valued regressors (e.g., Pagan and Ullah, 1988), the additive model (8) does not suffer from the dcurse of dimensionalityT problem (e.g., Newey, 1994; Li, 2000).”