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Estimation of semiparametric models when the criterion function is not smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; VanKeilegom, Ingrid ; van Keilegom, Ingrid.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:2167.

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  107. Estimation and Inference for Actual and Counterfactual Growth Incidence Curves. (2017). Firpo, Sergio ; Ferreira, Francisco ; Galvao, Antonio F.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp10473.

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  108. Exact computation of GMM estimators for instrumental variable quantile regression models. (2017). Lee, Sokbae (Simon) ; Chen, Le-Yu.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:52/17.

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  109. Double/debiased machine learning for treatment and structural parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney K ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:28/17.

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  110. The influence function of semiparametric estimators. (2017). Newey, Whitney K ; Ichimura, Hidehiko.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:06/17.

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  111. A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01508067.

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  112. Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression. (2017). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01157552.

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  113. Identification in a generalization of bivariate probit models with dummy endogenous regressors. (2017). Han, Sukjin ; Vytlacil, Edward J.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:199:y:2017:i:1:p:63-73.

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  114. Minimum distance from independence estimation of nonseparable instrumental variables models. (2017). Torgovitsky, Alexander .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:199:y:2017:i:1:p:35-48.

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  115. Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:2:p:189-208.

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  116. Measurement errors in quantile regression models. (2017). Song, Suyong ; Firpo, Sergio ; Galvao, Antonio F.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:1:p:146-164.

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  117. An estimating equation for censored and truncated quantile regression. (2017). Frumento, Paolo ; Bottai, Matteo.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:113:y:2017:i:c:p:53-63.

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  118. Semi-parametric Estimation in a Single-index Model with Endogenous Variables. (2017). Birke, Melanie ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; VanBellegem, Sebastien ; Van Bellegem, Sebastien .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:44:y:2017:i:1:p:168-191.

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  119. Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis.
    In: Papers.
    RePEc:arx:papers:1608.00060.

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  120. A general approach for cure models in survival analysis. (2017). VanKeilegom, Ingrid ; Patilea, Valentin ; van Keilegom, Ingrid.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2017008.

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  121. A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1716.

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  122. Semiparametric estimation with generated covariates. (2016). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:81.

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  123. CONSISTENT VARIANCE OF THE LAPLACE?TYPE ESTIMATORS: APPLICATION TO DSGE MODELS. (2016). Nekipelov, Denis ; Kormilitsina, Anna.
    In: International Economic Review.
    RePEc:wly:iecrev:v:57:y:2016:i:2:p:603-622.

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  124. Estimation of a semiparametric transformation model in the presence of endogeneity. (2016). VanKeilegom, Ingrid ; Vanhems, Anne ; van Keilegom, Ingrid.
    In: TSE Working Papers.
    RePEc:tse:wpaper:30482.

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  125. Topics in nonparametric identification and estimation. (2016). Hubner, Stefan.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:08fce56b-3193-46e0-871b-0fa4402832b5.

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  126. Semi-Parametric Models for Negative Binomial Panel Data. (2016). Jowaheer, Vandna ; Rao, Prabhakar R ; Sutradhar, Brajendra C.
    In: Sankhya A: The Indian Journal of Statistics.
    RePEc:spr:sankha:v:78:y:2016:i:2:d:10.1007_s13171-016-0089-8.

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  127. Semiparametric estimation of moment condition models with weakly dependent data. (2016). Jacho-Chávez, David ; Chu, Ba ; Bravo, Francesco ; Jacho-Chavez, David .
    In: MPRA Paper.
    RePEc:pra:mprapa:79686.

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  128. Classification Trees for Heterogeneous Moment-Based Models. (2016). Ryan, Stephen ; Novosad, Paul ; Nekipelov, Denis ; Asher, Sam.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22976.

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  129. Identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action. (2016). Park, Minjung ; Nekipelov, Denis ; Chu, Chenghuan Sean ; Bajari, Patrick.
    In: Quantitative Marketing and Economics (QME).
    RePEc:kap:qmktec:v:14:y:2016:i:4:d:10.1007_s11129-016-9176-3.

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  130. The Value of Knowing the Propensity Score for Estimating Average Treatment Effects. (2016). Rothe, Christoph.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp9989.

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  131. Double machine learning for treatment and causal parameters. (2016). Chernozhukov, Victor ; Newey, Whitney K ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:49/16.

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  132. Locally robust semiparametric estimation. (2016). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Newey, Whitney K ; Ichimura, Hidehiko.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:31/16.

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  133. Program evaluation and causal inference with high-dimensional data. (2016). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Hansen, Christian ; Belloni, Alexandre.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:13/16.

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  134. Specification Testing in Nonparametric Instrumental Quantile Regression. (2016). Breunig, Christoph.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-032.

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  135. Quantile regression of longitudinal data with informative observation times. (2016). Chen, Xuerong ; Zhou, Yong ; Tang, Niansheng.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:144:y:2016:i:c:p:176-188.

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  136. A simple nonparametric approach to estimating the distribution of random coefficients in structural models. (2016). Kim, Kyoo il ; Fox, Jeremy ; Yang, Chenyu ; Il, Kyoo .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:195:y:2016:i:2:p:236-254.

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  137. Identification and estimation of endogenous selection models in the presence of misclassification errors. (2016). Shiu, Ji-Liang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:507-518.

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  138. Indirect Inference with Endogenously Missing Exogenous Variables. (2016). Renault, Eric ; Chaudhuriy, Saraswata ; Frazierz, David T.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2016s-15.

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  139. Program Evaluation with Right-Censored Data. (2016). Sant'Anna, Pedro.
    In: Papers.
    RePEc:arx:papers:1604.02642.

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  140. A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression. (2015). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working papers.
    RePEc:yon:wpaper:2015rwp-82.

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  141. Fuzzy Differences-in-Differences. (2015). D'Haultfoeuille, Xavier ; de Chaisemartin, Clement.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1065.

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  142. The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2015cf985.

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  143. Consistent Variance of the Laplace Type Estimators: Application to DSGE Models. (2015). Nekipelov, Denis ; Kormilitsina, Anna.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:1510.

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  144. Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game. (2015). Nekipelov, Denis ; Chernozhukov, Victor ; Bajari, Patrick ; Hong, Han.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21125.

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  145. Program evaluation with high-dimensional data. (2015). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Belloni, Alexandre ; Hansen, Christian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:55/15.

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  146. The influence function of semiparametric estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:44/15.

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  147. Sieve semiparametric two-step GMM under weak dependence. (2015). Liao, Zhipeng ; Chen, Xiaohong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:163-186.

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  148. Extremum estimation and numerical derivatives. (2015). Nekipelov, Denis ; Mahajan, Aprajit ; Hong, Han.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:1:p:250-263.

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  149. Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies. (2015). Lee, Donghoon ; Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:131-153.

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  150. Select the valid and relevant moments: An information-based LASSO for GMM with many moments. (2015). Liao, Zhipeng ; Cheng, XU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:443-464.

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  151. On the equivalence of instrumental variables estimators for linear models. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F.
    In: Economics Letters.
    RePEc:eee:ecolet:v:134:y:2015:i:c:p:13-15.

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  152. Quantile regression methods with varying-coefficient models for censored data. (2015). Xie, Shangyu ; Zhou, Yong ; Wan, Alan T. K., .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:88:y:2015:i:c:p:154-172.

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  153. A random locational M-estimation problem based on the L2-Wasserstein distance. (2015). VanKeilegom, Ingrid ; Daouia, Abdelaati ; van Keilegom, Ingrid.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2015017.

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  154. Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference. (2015). Escanciano, Juan Carlos ; Bravo, Francesco ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2015016.

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  155. A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression. (2015). MULLER, Christophe ; Kim, Tae-Hwan.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1522.

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  156. Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). LEE, YING-YING.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:706.

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  157. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:889.

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  158. Asymptotic efficiency of semiparametric two-step GMM. (2014). Hahn, Jinyong ; Chen, Xiaohong ; Ackerberg, Daniel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:28/14.

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  159. Maximum score estimation with nonparametrically generated regressors. (2014). Lee, Sokbae (Simon) ; Chen, Le-Yu ; Sung, Myung Jae .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:27/14.

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  160. Testing for a general class of functional inequalities. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul ; Sokbae 'Simon' Lee, .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/14.

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  161. Semiparametric Estimation with Generated Covariates. (2014). Rothe, Christoph ; Schienle, Melanie ; Mammen, Enno.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-043.

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  162. Sieve M inference on irregular parameters. (2014). Liao, Zhipeng ; Chen, Xiaohong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:70-86.

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  163. A fast resample method for parametric and semiparametric models. (2014). Bertanha, Marinho ; Armstrong, Timothy B. ; Hong, Han.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:2:p:128-133.

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  164. Specification analysis of linear quantile models. (2014). Goh, Chuan ; Escanciano, Juan Carlos.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:495-507.

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  165. Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing. (2014). Lewbel, Arthur ; Jacho-Chávez, David ; Escanciano, Juan Carlos ; Jacho-Chavez, David T..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:426-443.

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  166. The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market. (2014). LINTON, OLIVER ; Koerber, Lena ; Vogt, Michael ; Korber, Lena .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1454.

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  167. Bootstrapping Kernel-Based Semiparametric Estimators. (2014). Jansson, Michael ; Cattaneo, Matias.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-25.

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  168. GMM Efficiency and IPW Estimation for Nonsmooth Functions. (2013). Bartalotti, Otavio ; Otávio Bartalotti, .
    In: Working Papers.
    RePEc:tul:wpaper:1301.

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  169. Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods. (2013). Hoshino, Tadao.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:3:p:1129-1148.

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  170. Estimation in semiparametric models with missing data. (2013). Van Keilegom, Ingrid ; Chen, Song ; VanKeilegom, Ingrid .
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:65:y:2013:i:4:p:785-805.

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  171. Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets. (2013). Kanaya, Shin ; Dupas, Pascaline ; Bhattacharya, Debopam.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18833.

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  172. Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions. (2013). Rothe, Christoph ; Firpo, Sergio.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7564.

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  173. Set inferences and sensitivity analysis in semiparametric conditionally identified models. (2013). Escanciano, Juan Carlos ; Zhu, Lin.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:55/13.

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  174. Higher-order properties of approximate estimators. (2013). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:45/13.

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  175. The effect of fragmentation in trading on market quality in the UK equity market. (2013). LINTON, OLIVER ; Koerber, Lena ; Korber, Lena ; Vogt, Michael.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:42/13.

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  176. Quantile models with endogeneity. (2013). Hansen, Christian ; Chernozhukov, Victor.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:25/13.

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  177. A Test for Endogeneity in Conditional Quantiles. (2013). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00854527.

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  178. Semiparametric estimation and inference using doubly robust moment conditions. (2013). Rothe, Christoph ; Firpo, Sergio.
    In: Textos para discussão.
    RePEc:fgv:eesptd:330.

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  179. Identification and estimation of nonlinear dynamic panel data models with unobserved covariates. (2013). Hu, Yingyao ; Shiu, Ji-Liang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:2:p:116-131.

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  180. Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions. (2013). Khan, Shakeeb.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:172:y:2013:i:1:p:168-182.

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  181. Quantile Models with Endogeneity. (2013). Chernozhukov, Victor ; Hansen, Christian.
    In: Papers.
    RePEc:arx:papers:1303.7050.

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  182. Semiparametric transformation model with endogeneity: a control function approach. (2013). VanKeilegom, Ingrid ; Vanhems, Anne ; van Keilegom, Ingrid.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2013018.

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  183. A Test for Endogeneity in Conditional Quantiles. (2013). MULLER, Christophe ; Kim, Tae-Hwan.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1342.

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  184. A test for endogeneity in conditional quantile models. (2012). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working papers.
    RePEc:yon:wpaper:2012rwp-49.

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  185. Relaxing monotonicity in the identification of local average treatment effects. (2012). Mellace, Giovanni ; Huber, Martin.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2012:12.

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  186. An informative subset-based estimator for censored quantile regression. (2012). Zhu, Zhong Yi ; Tang, Yanlin ; He, Xuming ; Wang, Huixia.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:21:y:2012:i:4:p:635-655.

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  187. Combining Strategies for the Estimation of Treatment Effects. (2012). Firpo, Sergio ; de Carvalho, Rafael .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:32:y:2012:i:1:a:7290.

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  188. Estimation in semiparametric models with missing data. (2012). Song Xi Chen, .
    In: MPRA Paper.
    RePEc:pra:mprapa:46216.

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  189. Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Liao, Zhipeng ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-045.

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  190. An estimation of economic models with recursive preferences. (2012). Ludvigson, Sydney ; Chen, Xiaohong.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:32/12.

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  191. Asymptotic efficiency of semiparametric two-step GMM. (2012). Liao, Zhipeng ; Hahn, Jinyong ; Chen, Xiaohong.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:31/12.

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  192. Semiparametric Estimation of a Binary Choice Model with Sample Selection. (2012). Schwiebert, Jorg.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-505.

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  193. Bias Transmission and Variance Reduction in Two-Stage Quantile Regression. (2012). MULLER, Christophe ; Kim, Tae-Hwan.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793372.

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  194. Pairwise-difference estimation of incomplete information games. (2012). Aradillas-Lopez, Andres.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:1:p:120-140.

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  195. n-uniformly consistent density estimation in nonparametric regression models. (2012). Jacho-Chávez, David ; Jacho-Chvez, David T. ; Escanciano, Juan Carlos.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:305-316.

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  196. Semiparametric estimation of Markov decision processes with continuous state space. (2012). Srisuma, Sorawoot ; LINTON, OLIVER.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:166:y:2012:i:2:p:320-341.

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  197. An Estimation of Economic Models with Recursive Preferences. (2012). Sunder, Shyam ; Ludvigson, Sydney ; Chen, Xiaohong ; Fuvilukis, Jack .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1883.

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  198. Asymptotic Efficiency of Semiparametric Two-step GMM. (2012). Liao, Zhipeng ; Hahn, Jinyong ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1880.

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  199. Bias Transmission and Variance Reduction in Two-Stage Quantile Regression. (2012). MULLER, Christophe ; Kim, Tae-Hwan.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1221.

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  200. Semiparametric transformation model with endogeneity: a control function approach. (2011). Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: TSE Working Papers.
    RePEc:tse:wpaper:24640.

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  201. A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models. (2011). Kim, Kyoo il ; Fox, Jeremy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17283.

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  202. Semiparametric Estimation with Generated Covariates. (2011). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno.
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  32. Robinson, P. (1988): “Root-n-Consistent Semiparametric Regression,” Econometrica, 56, 931-954.

  33. van der Vaart, A.W. and J.A. Wellner (1996): Weak convergence and empirical processes. SpringerVerlag, New York.
    Paper not yet in RePEc: Add citation now

Cocites

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  3. Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong.
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  4. Nonparametric Estimation of the Error Functional of a Location-Scale Model. (2018). Torsen, Emmanuel ; Mungatu, Joseph K ; Mwita, Peter N.
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  5. A constructive hypothesis test for the single-index models with two groups. (2018). Wang, Xiaoguang ; Feng, Zhenghui ; Zhang, Jun.
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  6. On the weak convergence of the empirical conditional copula under a simplifying assumption. (2018). Portier, Franois ; Segers, Johan.
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  7. Distribution of residuals in the nonparametric IV model with application to separability testing. (2017). Babii, Andrii ; FLORENS, Jean-Pierre.
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  8. Testing independence of covariates and errors in nonparametric regression. (2017). Dassios, Angelos ; Bergsma, Wicher ; Sankar, Subhra.
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  9. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
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  10. Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity. (2017). Chandler, Gabe ; Polonik, Wolfgang .
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  11. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors. (2016). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell.
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  12. A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data. (2016). Shang, Han Lin.
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  13. A discontinuity test for identification in triangular nonseparable models. (2016). Rothe, Christoph ; Caetano, Carolina ; Yildiz, Nee .
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  14. Estimating the conditional single-index error distribution with a partial linear mean regression. (2015). Feng, Zhenghui ; Xu, Peirong ; Zhang, Jun.
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  15. Estimation of the error density in a semiparametric transformation model. (2015). Van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Heuchenne, Cedric ; Colling, Benjamin ; Samb, Rawane.
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  16. Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density. (2014). Shang, Han Lin.
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  17. Frontier estimation in nonparametric location-scale models. (2014). Simar, Leopold ; VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; van Keilegom, Ingrid.
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  18. Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing. (2014). Lewbel, Arthur ; Jacho-Chávez, David ; Escanciano, Juan Carlos ; Jacho-Chavez, David T..
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  19. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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  20. Rejoinder on: Model-free model-fitting and predictive distributions. (2013). Politis, Dimitris.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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  21. Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors. (2013). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell.
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  22. Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density. (2013). Shang, Han Lin.
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  23. Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach. (2013). Selk, Leonie ; Neumeyer, Natalie .
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  24. Testing Monotonicity of Regression Functions – An Empirical Process Approach. (2013). Birke, Melanie ; Neumeyer, Natalie .
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  25. A nonparametric ANOVA-type test for regression curves based on characteristic functions. (2013). Jimenez-Gamero, Maria Dolores ; Pardo-Fernandez, Juan Carlos ; el Ghouch, Anouar.
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  26. Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2013). Simar, Leopold ; Mastromarco, Camilla.
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  27. L1-consistent estimation of the density of residuals in random design regression models. (2012). Krzyak, Adam ; Felber, Tina ; Kohler, Michael ; Devroye, Luc.
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  28. Strongly consistent density estimation of the regression residual. (2012). Walk, Harro ; Gyorfi, Laszlo.
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  29. n-uniformly consistent density estimation in nonparametric regression models. (2012). Jacho-Chávez, David ; Jacho-Chvez, David T. ; Escanciano, Juan Carlos.
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  30. Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models. (2012). FLORENS, Jean-Pierre ; Feve, Frederique ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
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  31. Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution. (2012). Maria, Martinez Miranda ; Manteiga, Wenceslao Gonzales ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
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  32. Estimation of the error density in a semiparametric transformation model. (2011). Heuchenne, C ; Samb, R ; van Keilegom, I.
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  33. Tests for the error distribution in nonparametric possibly heteroscedastic regression models. (2010). Meintanis, Simos ; Hukova, Marie.
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  34. Nonparametric estimation of distributional policy effects. (2010). Rothe, Christoph.
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  35. Specification tests for the distribution of errors in nonparametric regression: a martingale approach. (2009). Pérez-Alonso, Alicia ; Perez-Alonso, Alicia ; Mora, Juan.
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  36. Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach. (2009). Santos, Andres ; Komunjer, Ivana.
    In: University of California at San Diego, Economics Working Paper Series.
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  37. Goodness-of-Fit Tests for Multiplicative Models with Dependent Data. (2009). Dette, Holger ; PARDO-FERNNDEZ, JUAN CARLOS ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
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  38. Change-Point Tests for the Error Distribution in Non-parametric Regression. (2009). VanKeilegom, Ingrid ; Neumeyer, Natalie ; van Keilegom, Ingrid.
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  39. Smooth Residual Bootstrap for Empirical Processes of Non-parametric Regression Residuals. (2009). Neumeyer, Natalie .
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  40. Specification tests in nonparametric regression. (2008). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
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  41. Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach. (2008). Pérez-Alonso, Alicia ; Mora, Juan.
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  42. Optimal nonparametric estimation of the density of regression errors with finite support. (2007). Efromovich, Sam.
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  43. A note on uniform consistency of monotone function estimators. (2007). Neumeyer, Natalie .
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    RePEc:eee:stapro:v:77:y:2007:i:7:p:693-703.

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  44. Comparison of error distributions in nonparametric regression. (2007). Pardo-Fernandez, Juan Carlos .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:3:p:350-356.

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  45. Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick .
    In: Statistics & Risk Modeling.
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  46. A new test for the parametric form of the variance function in non-parametric regression. (2007). Dette, Holger ; Neumeyer, Natalie ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:69:y:2007:i:5:p:903-917.

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  47. Goodness-of-Fit Tests in Nonparametric Regression. (2006). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Discussion Paper.
    RePEc:tiu:tiucen:a2f56bed-a5de-445c-bf6b-97555c814a3c.

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  48. Tests for Independence in Nonparametric Regression. (2006). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Discussion Paper.
    RePEc:tiu:tiucen:0c6f2c43-aa7d-45c1-9d43-74f41665c2f2.

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  49. THE TWO-SAMPLE PROBLEM WITH REGRESSION ERRORS: AN EMPIRICAL PROCESS APPROACH. (2005). Mora, Juan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-18.

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  50. Goodness-of-fit Tests in Nonparametric Regression. (2004). Einmahl, John ; Einmahl, J. H. J., ; van Keilegom, I..
    In: Discussion Paper.
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