Implementing Nonparametric and Semiparametric Estimators

By Hidehiko Ichimura, Petra E. Todd. 2006

96 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/f071e3ab99d304b975429a3a85de456574476b2f

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Citations in the corpus

Smoothed quantile regression for panel data (2015, unknown): “Since the seminal work of Koenker and Bassett (1978), quantile regression (QR) has attracted considerable interest in statistics and econometrics.”
Robust Data-Driven Inference for Density-Weighted Average Derivatives (2010, background): “Robust Data-Driven Inference for Density-Weighted Average Derivatives”
Optimal inference in a class of regression models (2015, unknown): “For example, in their survey of nonparametric methods in econometrics, Ichimura and Todd (2007) cite”
Simple Local Polynomial Density Estimators (2018, background): “In particular, the estimator automatically adapts to the (possibly unknown) boundaries of the support of the density without requiring specific data modification or additional tuning parameter choices, a feature that is unavailable for most other density estimators in the literature: see Karunamuni ”
Estimating the Effects of Length of Exposure to Instruction in a Training Program: The Case of Job Corps (2012, methodology): “This bandwidth selector has been previously used in economics (Ichimura and Todd, 2007), especially an adaptation of it to the regression discontinuity context (Lee and Lemieux, 2009).”
Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators☆ (2013, background): “Imbens and Lemieux (2008) review the RD literature, and explicitly advocate partitioning (calling it a ‘‘histogram-type estimate’’) to assess the plausibility of the RD design.”
Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation (2007, methodology): “Considerable progress has been made in relaxing the parametric structure assumed in the early explicitly economic models [see Matzkin (1994), and Chapter 73 of this Handbook].”
Semiparametric estimation of binary response models with endogenous regressors (2009, methodology): “For these estimators, a number of suggestions have been made to improve their numerical properties, such as e.g. the use of Fast Fourier Transforms or binning techniques (see Ichimura and Todd (2007) for a comprehensive overview).”
Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs (2014, background): “The new (1)See, among others, van der Klaauw (2008), Imbens and Lemieux (2008), Lee and Lemieux (2010) and Dinardo and Lee (2011) for recent reviews.”
Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and to Forecast their Effects in New Environments (2007, background): “Imbens and Angrist (1994) assume the existence of an instrument Z that takes two or more distinct values.”
POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (2011, background): “Yatchew (1998), Koenker and Hallock (2001), DiNardo and Tobias (2001), Ichimura and Todd (2007), and Chen (2007) provide surveys of methodological and applied work.”
Instrumental regression in partially linear models (2012, unknown): “, Lehmann and Scheffe (1950)).”
Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency (2018, background): “…results for semiparametric two-step estimators, including those surveyed by Andrews (1994b), Newey and McFadden (1994), Chen (2007), and Ichimura and Todd (2007), is that they are developed under assumptions ensuring that the limiting distribution of θ̂n depends on γ̂n only through the…”