Journal ArticleDOI
An elementary estimator of the partial linear model
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In this article, an elementary and asymptotically efficient estimator of β was proposed, where data are reordered so that the x's are close and higher order differencing is applied to remove f ( x ).About:
This article is published in Economics Letters.The article was published on 1997-12-05. It has received 272 citations till now. The article focuses on the topics: Efficient estimator & Estimator.read more
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Tuning parameter selectors for the smoothly clipped absolute deviation method.
TL;DR: This work shows that the commonly used the generalised crossvalidation cannot select the tuning parameter satisfactorily, with a nonignorable overfitting effect in the resulting model, and proposes a bic tuning parameter selector, which is shown to be able to identify the true model consistently.
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Profile likelihood inferences on semiparametric varying-coefficient partially linear models
Jianqing Fan,Tao Huang +1 more
TL;DR: In this paper, a profile least-squares technique was proposed for estimating the parametric component and the asymptotic normality of the profile least squares estimator was studied.
Posted Content
The Effect of Maternal Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth
TL;DR: It is argued that school entry policies manipulate primarily the education of young women at risk of dropping out of school.
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Matching on the Estimated Propensity Score
TL;DR: In this article, the authors derived the large sample distribution of propensity score matching estimators, taking into account that the propensity score is itself estimated in a first step, prior to matching, and they showed that first step estimation of the propensity scores affects the distribution of the matching estimator.
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Fiscal Deficits and Growth in Developing Countries.
Christopher Adam,David Bevan +1 more
TL;DR: This paper examined the relation between fiscal deficits and growth for a panel of 45 developing countries, and found evidence of a threshold effect at a level of the deficit around 1.5% of GDP.
References
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Journal ArticleDOI
Root-n-consistent semiparametric regression
TL;DR: In this article, a variable aleatoire (X,Z) dans #7B-R P ×#7b-R q is considered, and an estimateur generalisant l'estimateur des moindres carres ordinaires en inserant des estimateurs non parametriques de la regression dans la projection orthogonale non lineaire sur Z is constructed.
Book
Asymptotic theory for econometricians
TL;DR: The Linear Model and Instrumental Variables Estimators as mentioned in this paper have been used to estimate Asymptotic Covariance Matrices, and Central Limit Theory has been applied to this problem.
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Bandwidth Choice for Nonparametric Regression
TL;DR: In this article, the problem of choosing a bandwidth parameter for nonparametric regression is studied and the relationship of this estimate to a kernel estimate is discussed, based on an unbiased estimate of mean square error, which is shown to be asymptotically optimal.
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Semiparametric estimation of censored selection models with a nonparametric selection mechanism
Hyungtaik Ahn,James L. Powell +1 more
TL;DR: In this paper, an estimator for the coefficients in a single-index selectivity bias model is considered under the assumption that the selection correction function depends on the conditional mean of some observable "selection" variable.
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Residual variance and residual pattern in nonlinear regression
TL;DR: In this paper, a nonparametric estimator of residual variance in nonlinear regression is proposed based on local linear fitting, which has a small bias, but a larger variance compared with the parametric estimators in linear regression.