Nonparametric Kernel Estimation for Semiparametric Models

By Donald W. K. Andrews. 1995

How researchers see this paper

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

Citations in the corpus

Nonparametric estimation and inference about the overlap of two distributions (2012, background): “Cf,g = { x ∈ R : f(x) = g(x) > 0 } , (5)”
Endogenous selection or treatment model estimation (2007, background): “Define one sided censoring to be the case where, in equation (11), either a0 or a1 is infinite, and two sided censoring to be when both are finite.”
Local indirect least squares and average marginal effects in nonseparable structural systems (2012, background): “1 nh2 +1n =1: Taken together, our moment and bandwidth conditions are standard in the kernel estimation literature (e.g. Haerdle and Linton, 1994; Andrews, 1995; Pagan and Ullah, 1999).”
On Semiparametric estimation in Single-Index Regression (2006, unknown): “Note only that (see, e.g., Andrews (1995), section 6) ∂θfθ (xθ) = d dt {E [(x−X) |Xθ = t] fθ(t)}|t=xθ , ∂θγθ (xθ) = d dt {E [Y (x−X) |Xθ = t] fθ(t)}|t=xθ .”
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (2009, background): “For alternative nonparametric variance estimators and their properties, see Robinson (1995b), Andrews (1995), Hall and Marron (1990), Brown and Levine (2007) and references therein.”
Identification and estimation of semiparametric two‐step models (2016, unknown): “Andrews (1995) points out that this condition holds in many cases for other common data-dependent bandwidth selection procedures, such as cross-validation, and generalized cross-validation.”
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2006, methodology): “2(2), P ∗(2nD∗ n ≤ x|{(Yt,Xt)}t=1) converges in probability to Ma1+a2(x;λ ∗).”
Nonparametric regression with nonparametrically generated covariates (2012, background): “Andrews (1995) derives some results for generated covariates converging at a parametric rate.”
Estimation of nonparametric conditional moment models with possibly nonsmooth moments (2008, unknown): “See, e.g., Newey (1991), Andrews (1995), NP (2003), AC (2003) and CIN (2007) for details.”
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (2008, methodology): “Under mild regularity conditions, we can show by applying results of Andrews (1995) that estimation of bθ does not affect the asymptotics, as Γ2( b f, b F ;bθ) = Γ2( b f, b F ; θ0) + op(n−1h−d/2).”