Semiparametric Regression for the Applied Econometrician: References

By Adonis Yatchew. 2003

218 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d62cd60c281f67e17ea526fd7204624047b53389

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Citations in the corpus

Investigating the distribution of the value of travel time savings (2006, methodology): “Introductions to nonparametric and semiparametric econometrics are given, e.g., in Yatchew (2003), Pagan & Ullah (1999) and Härdle (1990).”
GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (2013, background): “Yatchew (2003) is an excellent account of semiparametric regression with an emphasis on empirical applications.”
Representation theorem for convex nonparametric least squares (2008, unknown): “Thus, CNLS circumvents the fundamental bias-variance tradeoff (see e.g. Yatchew, 2003, for discussion) associated with most other nonparametric regression techniques.”
Too much finance? (2015, unknown): “Formally, we use the differencing procedure suggested by Yatchew (2003) and approximate the functional space with a penalized spline smoother (Wand 2005) to estimate different Table 3 Tests for an inverse U-shape (1) (2) (3) (4) (5) Slope at PCmin 3.52*** 3.68*** 3.91*** 3.61** 7.20*** (1.41)…”
Too Much Finance? (2012, unknown): “Formally, we use the di¤erencing procedure suggested by Yatchew (2003) and approximate the functional space with a penalized spline smoother (Wand, 2005) to estimate di¤erent variants of the following model: GRi = 0 +Xi + f(PCi) + "i: (3) When we estimate the model of column 6, Table 1 without…”
Exporting Out of Poverty: Provincial Poverty in Vietnam and U.S. Market Access (2011, methodology): “First, optimal firstdifferencing weights are used to remove the nonparametric component of the regression (Yatchew, 2003).”
Can China’s Rural Elderly Count on Support from Adult Children? Implications of Rural-to-Urban Migration (2010, methodology): “We use the partial linear model introduced by Yatchew (2003) and implemented for analysis of transfers in Cai et al (2006).”
How well do children insure parents against low retirement income? An analysis using survey data from urban China (2006, methodology): “(3) is to use the partial linear model favored by Yatchew (2003).”
Thresholds in the Process of International Financial Integration (2009, methodology): “For details on the required assumptions and convergence properties, see Robinson (1988) and Yatchew (2003).”
Stochastic non-smooth envelopment of data: semi-parametric frontier estimation subject to shape constraints (2012, methodology): “Further, it would be interesting to link the non-smooth CNLS estimator to the kernel regression and other nonparametric smoothing techniques (see e.g. Mammen and Thomas-Agnen, 1999; and Yatchew, 2003).”
Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model (2009, unknown): “…is Fdf1 df2 ≈ ( R̃ − r)′(Rvar(̃)R′)−1(R̃ − r) RSS/tr I −Hs ′ I −Hs = 0 000461 with degrees of freedom v1 = df1 = rank R and v2 = df2 = tr I −Hs ′ I −Hs = 83 8210, where Hs = S + X̃ X̃′X̃ −1X̃′ I − S and the residual sum of squares RSS = I −Hs y 2 (see Schimek, 2000, p. 532; Yatchew, 2003, p. 72).”
Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century (2011, unknown): “…to the previous results, and standard overidentification tests do not detect a violation of the exclusion criterion—the Hansen J-statistic 11 Using a semiparametric estimator, Figure 1 of the Internet Appendix also suggests that the linearity assumption might be appropriate (Yatchew (2003)).”