estimation method to estimate the single-index model without under-smoothing. Under some conditions, our estimator of the single … estimator and use them to define an optimal bandwidth for the purposes of index estimation. As a result we obtain a practically …

characteristic function and yields an estimator which is asymptotically as efficient as the maximum likelihood estimator. However … estimator. Following an approach similar to that of Newey and Smith (2004), we derive a higher-order expansion of the estimator … estimator of ∝. Moreover, the data-driven selection of the regularization parameter preserves the consistency, asymptotic …

estimator that allows researchers to obtain economically meaningful parameter estimates in a frequentist setting.The asymptotic … properties of the estimator are established for both correctly and incorrectly specified models. A Monte Carlo study reveals the … role of the penalty function in shaping the finite sample distribution of the estimator. The advantages of using this …

but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the … the estimator. Integral equations of the first kind appear, for example, in the generalized method of moments when the …