Estimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric...

In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss. These measures result in a rule of thumb, a...

In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss. These measures result in a rule of thumb, a...

This paper considers the problem of implementing semiparametric extremum estimators of a generalized regression model with an unknown link function. The class of estimator under consideration includes as special cases the semiparametric least-squares estimator of Ichimura (1993) as well as the...

The research on immigration has found falling labor market outcomes of immigrants in many Western countries. In Canada, one of the major causes has been the decline in the returns to foreign work experience. Using the 1991, 1996 and 2001 Canadian Census Master Datafiles and applying both...

We consider estimation of the linear component of a partial linear model when errors and regressors have long-range dependence. Assuming that errors and the stochastic component of regressors are linear processes with i.i.d. innovations, we closely examine the asymptotic properties of the OLS...

Evidence of the association between wages and body size –typically measured by the body mass index– appears to be sensitive to estimation methods and samples, and varies across gender and ethnic groups. One factor that may contribute to this sensitivity is the non-linearity of the...

The research on immigration has found falling labor market outcomes of immigrants in many Western countries. In Canada, one of the major causes has been the decline in the returns to foreign work experience. Using the 1991, 1996 and 2001 Canadian Census Master Datafiles and applying both...