We propose an easy to use derivative based two-step estimation procedure for semi-parametric index models. In the first …A Method of Moments Estimator for Semiparametric Index Models* by Bas Donkers † and Marcia Schafgans … use derivative based two-step estimation procedure for semi- parametric index models. In the first step various …

In this paper, we generalize the single-index models to the scenarios with random effects. The introduction of the …

. Such models reduce the curse of dimensionality, provide a natural generalization of linear index models, and are widely …

index models, and are widely used in utility, production, and cost function applications. We also provide an estimator of G …

This paper proposes a semiparametric estimator for single- and multiple index models. It provides an extension of the … multiple index models, the proposed estimator has the advantage of ease of computation. While many econometric models can be … regarded as multiple index models with known number of indices, our estimator in addition provides for a natural framework …

This paper proposes a semiparametric estimator for single- and multiple index models. It provides an extension of the … multiple index models, the proposed estimator has the advantage of ease of computation. While many econometric models can be … regarded as multiple index models with known number of indices, our estimator in addition provides for a natural framework …

. Such models reduce the curse of dimensionality, provide a natural generalization of linear index models, and are widely …