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Additive Nonparametric Regression in the Presence of Endogenous Regressors
Ozabaci, Deniz - 2014
In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...
Persistent link: https://www.econbiz.de/10013054589
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Additive Nonparametric Regression in the Presence of Endogenous Regressors
Ozabaci, Deniz - 2014
In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...
Persistent link: https://www.econbiz.de/10013055201
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Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
Su, Liangjun; Jin, Sainan - In: Journal of econometrics 157 (2010) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10008661871
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Non-parametric regression under location shifts
Phillips, Peter C. B.; Su, Liangjun - In: The econometrics journal 14 (2011) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
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Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012
Persistent link: https://www.econbiz.de/10009709133
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Additive nonparametric regression in the presence of endogenous regressors
Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - 2014
In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...
Persistent link: https://www.econbiz.de/10010350365
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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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Testing structural change in partially linear models
Su, Liangjun; White, Halbert - In: Econometric theory 26 (2010) 6, pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
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A parodox of inconsistent parametric and consistent nonparametric regression
Phillips, Peter C. B.; Su, Liangjun - 2009
Persistent link: https://www.econbiz.de/10003842086
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Additive nonparametric regression in the presence of endogenous regressors
Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 555-575
Persistent link: https://www.econbiz.de/10010488431