This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test...

This paper considers a panel duration model that has a proportional hazards specification with fixed effects. The paper shows how to estimate the baseline and integrated baseline hazard functions without assuming that they belong to known, finite dimensional families of functions. Existing...

The smoothed maximum score estimator of the coefficient vector of a binary response model is consistent and, after centering and suitable normalization, asymptotically normally distributed under weak assumptions [5]. Its rate of convergence in probability is <italic>N</italic>⁻, where <italic>h</italic> ≥ 2 is an integer...

Quantile and semiparametric <italic>M</italic> estimation are methods for estimating a censored linear regression model without assuming that the distribution of the random component of the model belongs to a known parametric family. Both methods require estimating derivatives of the unknown cumulative...