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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert - 2012
We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...
Persistent link: https://www.econbiz.de/10009728916
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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010245446
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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert P. - In: Journal of econometrics 188 (2015) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10011500272
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Seemingly unrelated nonparametric models with positive correlation and constrained error variances
Qinfeng Xu; You, Jinhong; Zhou, Bin - In: Economics letters 99 (2008) 2, pp. 223-227
Persistent link: https://www.econbiz.de/10003723669
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Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
Li, Degui - 2013
We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression …
Persistent link: https://www.econbiz.de/10013072455
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Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010188619
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Estimating covariance matrices using estimating functions in nonparametric and semiparametric regression
Carroll, Raymond J.; Iturria, Stephen J.; Gutierrez, … - 1997
nonparametric regression and in a class of semiparametric problems. Unlike other estimates in the literature, ours do not require … auxiliary or additional nonparametric regressions. -- Nonparametric regression ; Estimating Equations ; Kernel regression ; Plug …
Persistent link: https://www.econbiz.de/10009631747
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis; Trabs, Mathias; Cybakov, Aleksandr B. - 2017
Persistent link: https://www.econbiz.de/10012198572