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Cross-fitting and fast remainder rates for semiparametric estimation

Newey, Whitney K.; Robins, James M. - 2017

There are many interesting and widely used estimators of a functional with ﬁnite semi-parametric variance bound that depend on nonparametric estimators of nuisance func-tions. We use cross-ﬁtting to construct such estimators with fast remainder rates. We give cross-ﬁt doubly robust...

Persistent link: https://www.econbiz.de/10011758040

A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000

Persistent link: https://www.econbiz.de/10001492115

A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000

Persistent link: https://www.econbiz.de/10001512674

A bias reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 675-712

Persistent link: https://www.econbiz.de/10001750449

Estimating derivatives in nonseparable models with limited dependent variables

Altonji, Joseph G.; Ichimura, Hidehiko; Otsu, Taisuke - 2008

Persistent link: https://www.econbiz.de/10003739204

Estimating derivatives in nonseparable models with limited dependent variables

Altonji, Joseph G. (contributor); … - 2008

censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and …

Persistent link: https://www.econbiz.de/10003739704

Estimating derivatives in nonseparable models with limited dependent variables

Altonji, Joseph G. (contributor); … - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003767632

On the finite-sample biases in nonparametric testing for variance constancy

Rodrigues, Paulo M. M. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003436652

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Altonji, Joseph G. - 2008

censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and …

Persistent link: https://www.econbiz.de/10012464486

Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators

Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - In: Essays in honor of Aman Ullah, (pp. 561-589). 2016

For kernel-based estimators, smoothness conditions ensure that the asymptotic rate at which the bias goes to zero is … determined by the kernel order. In a finite sample, the leading term in the expansion of the bias may provide a poor … approximation. We explore the relation between smoothness and bias and provide estimators for the degree of the smoothness and the …

Persistent link: https://www.econbiz.de/10015365799