Search Results

The influence function of semiparametric estimators,
Hidehiko Ichimura and Whitney Newey, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: Influence function, semiparametric estimation, NPIV

Semiparametric Estimation of Single-Index Transition Intensities,
T. Gorgens, from Carleton - School of Public Administration (1999)
Keywords: SEMIPARAMETRIC MODELS ; EVALUATION

Estimating the mixing proportion in a semiparametric mixture model,
Seongjoo Song, Dan L. Nicolae and Jongwoo Song, in Computational Statistics & Data Analysis (2010)
Keywords: Clustering Semiparametric mixture model

The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, from Eastern Mediterranean University, Department of Economics (2014)
Keywords: Inflation; growth; nonparametric; semiparametric

A survey of semiparametric efficiency bounds for some microeconometric models,
Thomas A Severini and Gautam Tripathi, from Department of Economics at the University of Luxembourg (2013)
Keywords: Efficiency bounds, Semiparametric models

Semiparametric Lower Bounds for Tail Index Estimation,
J. Beirlant, C. Bouquiaux and Bas Werker, from Tilburg University, Center for Economic Research (2001)
Keywords: indexation; semiparametric estimation

The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, from University of Pretoria, Department of Economics (2014)
Keywords: Inflation, growth, nonparametric, semiparametric

SLS: Stata module to perform semiparametric least squares,
Michael Barker, from Boston College Department of Economics (2014)
Keywords: semiparametric least squares, Ichimura

Asymptotic Variance Estimator for Two-Step Semiparametric Estimators,
Daniel Ackerberg, Xiaohong Chen and Jinyong Hahn, from Cowles Foundation for Research in Economics, Yale University (2011)
Keywords: Two-step semiparametrics

Monopsony’ in the Market for Nurses? A Semiparametric Note,
Debasri Mukherjee, in Regional and Sectoral Economic Studies (2011)
Keywords: Market for registered nurses, semiparametric regression

Bootstrapping Kernel-Based Semiparametric Estimators,
Matias Cattaneo and Michael Jansson, from Department of Economics and Business Economics, Aarhus University (2014)
Keywords: Semiparametric estimation, bootstrapping, asymptotic separability.

Perspectives on Nonparametric and Semiparametric Modeling,
Adonis Yatchew, in The Energy Journal (2008)
Keywords: Nonparametric and semiparametric modeling; Curse of dimensionality; Energy economics

Semiparametric Estimation of Fractional Cointegration,
Javier Hualde and Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2006)
Keywords: Fractional cointegration; semiparametric model; unknown integration orders

Semiparametric multivariate GARCH models,
Christian Hafner and Jeroen Rombouts, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: multivariate GARCH models, semiparametric methods, efficient estimation

Semiparametric multivariate volatility models,
Jeroen Rombouts and Christian Hafner, from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) (2004)
Keywords: Multivariate volatility, GARCH, semiparametric efficiency, adaptivity

Semiparametric fixed-effects estimator,
François Libois and Vincenzo Verardi, in Stata Journal (2013)
Keywords: xtsemipar, semiparametric estimations, panel data, fixed effects

Semiparametric estimation with generated covariates,
Enno Mammen, Christoph Rothe and Melanie Schienle, from Karlsruhe Institute of Technology (KIT), Department of Economics and Management (2016)
Keywords: semiparametric estimation, generated covariates, profiling, propensity score

Semiparametric estimation with generated covariates,
Enno Mammen, Christoph Rothe and Melanie Schienle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
Keywords: semiparametric estimation, generated covariates, profiling, propensity score

Semiparametric Duration Models,
Feike C. Drost and Bas Werker, from Tilburg University, Center for Economic Research (2001)
Keywords: adaptiveness; durations; one-step improvement; semiparametric efficiency

Semiparametric Estimation with Generated Covariates,
Enno Mammen, Christoph Rothe and Melanie Schienle, from Institute of Labor Economics (IZA) (2011)
Keywords: semiparametric estimation, generated covariates, profiling, propensity score

Semiparametric Estimation of Fractional Cointegration,
Javier Hualde and Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2006)
Keywords: Fractional cointegration, semiparametric model, unknown integration orders.

Semiparametrically optimal cointegration test,
Bo Zhou, in Journal of Econometrics (2024)
Keywords: Cointegration; Semiparametric efficiency; Limit experiment; LABF;

A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity,
Yaguo Deng, from Universidad Carlos III de Madrid. Departamento de Estadística (2024)
Keywords: Bayesian semi-parametric inference

The method of envelopes to concisely calculate semiparametric efficient scores under parametric restrictions,
Frangakis Constantine E., in The International Journal of Biostatistics (2021)
Keywords: efficiency, envelope, score, semiparametric

The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, in Journal of Applied Economics (2017)
Keywords: inflation, growth, nonparametric, semiparametric

Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata,
Vincenzo Verardi and Nicolas Debarsy, from University of Namur, Department of Economics (2011)
Keywords: Semipar; Semiparametric estimation

Likelihood inference on semiparametric models: Average derivative and treatment effect,
Yukitoshi Matsushita and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2017)
Keywords: Semiparametric, Jackknife, Empirical likelihood

Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity,
Namhyun Kim and Patrick W. Saart, from Cardiff University, Cardiff Business School, Economics Section (2021)
Keywords: Semiparametric Models with Endogeneity

Semiparametric estimation of a censored regression model with endogeneity,
Songnian Chen and Qian Wang, in Journal of Econometrics (2020)
Keywords: Censored regression; Endogeneity; Semiparametric estimation;

Penalized empirical likelihood estimation of semiparametric models,
Taisuke Otsu, in Journal of Multivariate Analysis (2007)
Keywords: Semiparametric model Empirical likelihood Penalization

Efficient estimation of parameters in marginal in semiparametric multivariate models,
Valentyn Panchenko and Artem Prokhorov, from University of Sydney Business School, Discipline of Business Analytics (2016)
Keywords: semiparametric efficiency; copula; sieve MLE

Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis,
Michael Jansson, from Department of Economics and Business Economics, Aarhus University (2007)
Keywords: Unit root testing, semiparametric efficiency

Characterization of the asymptotic distribution of semiparametric M-estimators,
Hidehiko Ichimura and Sokbae (Simon) Lee, in Journal of Econometrics (2010)
Keywords: Semiparametric estimation Two-step estimators

Semiparametric inference in seasonal and cyclical long memory processes,
Josu Arteche and Peter M. Robinson, from London School of Economics and Political Science, LSE Library (1998)
Keywords: Semiparametric inference; long memory; seasonality

Combined estimation of semiparametric panel data models,
Bai Huang, Tae Hwy Lee and Aman Ullah, in Econometrics and Statistics (2020)
Keywords: Endogeneity; Panel data; Semiparametric FE estimator; Semiparametric RE estimator; Semiparametric combined estimator; Local asymptotics; Hausman test;

Combined Estimation of Semiparametric Panel Data Models,
Tae Hwy Lee, Bai Huang and Aman Ullah, from University of California at Riverside, Department of Economics (2018)
Keywords: Endogeneity, Panel Data, Semiparametric FE estimator, Semiparametric RE estimator, Semiparametric Combined Estimator, Local Asymptotics, Hausman Test.

A semiparametric panel approach to mortality modeling,
Han Li, O’Hare, Colin and Xibin Zhang, in Insurance: Mathematics and Economics (2015)
Keywords: Mortality; Stochastic models; Semiparametric; Panel models; Forecasting;

Semiparametric Estimation in the Multivariate Liouville Model,
P. K. Bhattacharya and Prabir Burman, in Journal of Multivariate Analysis (1998)
Keywords: Multivariate Liouville distribution, semiparametric estimation, asymptotic efficiency

Global Identification In Nonlinear Semiparametric Models,
Ivana Komunjer, from Department of Economics, UC San Diego (2007)
Keywords: identification, structural systems, multiple equilibria, semiparametric models

Edgeworth expansions for semiparametric averaged derivatives,
Yoshihiko Nishiyama and Peter M. Robinson, from London School of Economics and Political Science, LSE Library (1999)
Keywords: Edgeworth expansion; semiparametric estimates; averaged derivatives.

Semi-parametric models for satisfaction with income,
Charles Bellemare, Bertrand Melenberg and Arthur Soest, in Portuguese Economic Journal (2002)
Keywords: Semi-parametric estimation, Ordered response, Equivalence scales

A Comparison of Semiparametric Tests for Fractional Cointegration,
Christian Leschinski, Michelle Voges and Philipp Sibbertsen, from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2019)
Keywords: Long Memory; Fractional Cointegration; Semiparametric Estimation and Testing

A comparison of semiparametric tests for fractional cointegration,
Christian Leschinski, Michelle Voges and Philipp Sibbertsen, in Statistical Papers (2021)
Keywords: Long memory, Fractional cointegration, Semiparametric estimation and testing

Recursive Differencing for Estimating Semiparametric Models,
Chan Shen, from Rutgers University, Department of Economics (2019)
Keywords: semiparametric model, bias reduction, conditional expectation

Semiparametric Selection Models with Binary Outcomes,
Roger Klein, Chan Shen and Francis Vella, from Institute of Labor Economics (IZA) (2011)
Keywords: sample selection, binary outcomes, marginal effects, semiparametric

Inequality and Growth: A Semiparametric Investigation,
Dustin Chambers, from Society for Computational Economics (2005)
Keywords: Economic Growth, Income Inequality, Capital-Skill Complementarity, Semiparametric Dynamic Panel

Sparse semiparametric discriminant analysis,
Qing Mai and Hui Zou, in Journal of Multivariate Analysis (2015)
Keywords: Gaussian copulas; Linear discriminant analysis; High-dimension asymptotics; Semiparametric model;

Semiparametric estimation of conditional copulas,
Fentaw Abegaz, Irène Gijbels and Noël Veraverbeke, in Journal of Multivariate Analysis (2012)
Keywords: Asymptotic normality; Conditional copula; Consistency; Local polynomial fitting; Semiparametric estimation;

Semiparametric Estimation of Signaling Games,
Kyoo il Kim, from East Asian Bureau of Economic Research (2006)
Keywords: Semiparametric Estimation, Signaling Game, Set Inference, Sieve Simultaneous Conditional MLE

Semiparametric counterfactual density estimation,
E H Kennedy, S Balakrishnan and L A Wasserman, in Biometrika (2023)
Keywords: Causal inference, Density estimation, Influence function, Model misspecification, Semiparametric theory

Semiparametric Estimation with Generated Covariates,
Enno Mammen, Christoph Rothe and Melanie Schienle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Keywords: Semiparametric estimation, generated covariates, pro ling, propensity score

Hybrid semiparametric Bayesian networks,
David Atienza, Pedro Larrañaga and Concha Bielza, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2022)
Keywords: Bayesian networks, Semiparametric model, Kernel density estimation, Hybrid data

Inequality and Growth: A Semiparametric Investigation,
Dustin Chambers, in Journal of Quantitative Economics (2006)
Keywords: Economic Growth, Income Inequality, Capital-Skill Complementarity, Semiparametric Dynamic Panel

Semiparametric mixtures of nonparametric regressions,
Sijia Xiang and Weixin Yao, in Annals of the Institute of Statistical Mathematics (2018)
Keywords: EM algorithm, Kernel regression, Mixture of regression models, Semiparametric mixture models

Locally robust semiparametric estimation,
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney Newey and James M. Robins, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
Keywords: Local robustness, orthogonal moments, double robustness, semiparametric estimation, bias, GMM

Locally robust semiparametric estimation,
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura and Whitney Newey, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: Local robustness, double robustness, semiparametric estimation, bias, GMM

Extracting a Common Signal in Tree Ring Widths with a Semi-parametric Bayesian Hierarchical Model,
Ophélie Guin, Philippe Naveau and Jean-Jacques Boreux, in Journal of Agricultural, Biological and Environmental Statistics (2018)
Keywords: Bayesian, Dendrochronology, Semi-parametric

Semi-parametric regression models and economies of scale in the presence of an endogenous variable,
Jeffrey Cohen, Jeffrey P. Osleeb and Ke Yang, in Regional Science and Urban Economics (2014)
Keywords: Semi-parametric regressions; Economies of scale;

Determinants of bank efficiency: Evidence from a semi-parametric methodology,
Manthos Delis and Nikolaos Papanikolaou, from University Library of Munich, Germany (2009)
Keywords: Bank efficiency; semi-parametric models

Semiparametric analysis of transformation models with left-truncated and right-censored data,
Pao-sheng Shen, in Computational Statistics (2011)
Keywords: Left truncation, Semiparametric transformation model,

SEMIPAR: Stata module to compute Robinson's (1988) semiparametric regression estimator,
Vincenzo Verardi and Nicolas Debarsy, from Boston College Department of Economics (2021)
Keywords: Robinson, semiparametric regression, nonparametric regression

Credit Scoring of Turkey with Semiparametric Logit Models,
Tugba Day?oglu, in International Journal of Economics and Financial Research (2016)
Keywords: Semiparametric logit; Credit scoring; Credit scoring agencies.

Semiparametric Estimation of the Size of Oil Tanker Spills,
Ayla Ogus Binatli, from University Library of Munich, Germany (2005)
Keywords: semiparametric methods, sample selection, oil spills

Constraining kernel estimators in semiparametric copula mixture models,
Gildas Mazo and Yaroslav Averyanov, in Computational Statistics & Data Analysis (2019)
Keywords: Copula; Kernel; Semiparametric; Nonparametric; Mixture model; Clustering;

A note on the identifiability of nonparametric and semiparametric mixtures of GLMs,
Shaoli Wang, Weixin Yao and Mian Huang, in Statistics & Probability Letters (2014)
Keywords: Mixture models; Identifiability; GLMs; Semiparametric and nonparametric models;

Two-step semiparametric estimation of the Type-3 Tobit model,
Xianbo Zhou and Zhewen Pan, in Statistics & Probability Letters (2015)
Keywords: Type-3 Tobit model; Two-step; Semiparametric estimation;

Functional semiparametric partially linear model with autoregressive errors,
Sophie Dabo-Niang and Serge Guillas, in Journal of Multivariate Analysis (2010)
Keywords: 62G08 Functional data Semiparametric regression Autocorrelation

Semiparametric Efficient Adaptive Estimation of the PTTGARCH model,
Nicola Ciccarelli, from University Library of Munich, Germany (2016)
Keywords: Semiparametric adaptive estimation; Power-transformed and threshold GARCH.

Estimation of Copula-Based Semiparametric Time Series Models,
Xiaohong Chen and Yanqin Fan, from Vanderbilt University Department of Economics (2004)
Keywords: Copula, beta-mixing, semiparametric estimation, parametric bootstrap

The Environmental Kuznets Curve semi-parametrically revisited,
Luisito Bertinelli and Eric Strobl, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2004)
Keywords: environmental Kuznets curve, semi-parametric kernel regression

Semiparametric estimation of long-term treatment effects,
Jiafeng Chen and David M. Ritzwoller, in Journal of Econometrics (2023)
Keywords: Long-Term Treatment Effects; Semiparametric Efficiency; Experimentation;

Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes,
Katsumi Shimotsu, from Economics Department, Queen's University (2006)
Keywords: fractional integration, long memory, semiparametric estimation

Studentization in Edgworth expansions for estimates of semiparametric index models,
Yoshihiko Nishiyama and Peter Robinson, from London School of Economics and Political Science, LSE Library (1999)
Keywords: Edgeworth expansions; semiparametric estimates; averaged derivatives

Edgeworth expansions for semiparametric Whittle estimation of long memory,
Liudas Giraitis and Peter Robinson, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Edgeworth expansion; long memory; semiparametric estimation

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives,
Yoshihiko Nishiyama and Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2005)
Keywords: Bootstrap; Edgeworth correction; semiparametric averaged derivatives

Abadie’s semiparametric difference-in-differences estimator,
Kenneth Houngbedji, in Stata Journal (2016)
Keywords: absdid, semiparametric estimations, difference-in-differences, propensity score

Semiparametric estimation of varying trade elasticities in gravity,
Yushan Hu and Penglong Zhang, in Economics Letters (2021)
Keywords: Semiparametric estimation; Trade elasticity; Gravity model;

Efficient Estimation of Semiparametric Multivariate Copula Models,
Xiaohong Chen, Yanqin Fan and Victor Tysrennikov, from Vanderbilt University Department of Economics (2004)
Keywords: Multivariate copula, sieve maximum likelihood, semiparametric efficiency

Efficient estimation of a semiparametric dynamic copula model,
Christian Hafner and Olga Reznikova, in Computational Statistics & Data Analysis (2010)
Keywords: Dynamic copula Semiparametric estimation Local likelihood Efficiency

Parametric and Semiparametric Estimation of the Adoption of Work Teams,
Tushar Nandi, from Department of Economics, University of Siena (2006)
Keywords: Work Teams; Probit; Confidence Band; Semiparametric

Characterization of the asymptotic distribution of semiparametric M-estimators,
Hidehiko Ichimura and Sokbae (Simon) Lee, from HAL (2010)
Keywords: C13,C14,Semiparametric estimation,Two-step estimators

Pspatreg: R Package for Semiparametric Spatial Autoregressive Models,
Román Mínguez, Roberto Basile and María Durbán, in Mathematics (2024)
Keywords: semiparametric regression; spatial econometrics; P-splines

Semiparametric mixture regression with unspecified error distributions,
Yanyuan Ma, Shaoli Wang, Lin Xu and Weixin Yao, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2021)
Keywords: EM algorithm, Mixture of regressions, Semiparametric mixture models

Semiparametric regression analysis for clustered doubly-censored data,
Pao-sheng Shen, in Computational Statistics (2014)
Keywords: Semiparametric transformation model, Estimating equation, Left-censoring,

Variable selection in semiparametric regression analysis for longitudinal data,
Peixin Zhao and Liugen Xue, in Annals of the Institute of Statistical Mathematics (2012)
Keywords: Semiparametric regression model, Longitudinal data, Variable selection,

A Semiparametric and Location-Shift Copula-Based Mixture Model,
Gildas Mazo, in Journal of Classification (2017)
Keywords: Location, Shift, Copula, Mixture, Clustering, Semiparametric, Nonparametric

Semiparametric Thurstonian Models for Recurrent Choices: A Bayesian Analysis,
Asim Ansari and Raghuram Iyengar, in Psychometrika (2006)
Keywords: semiparametric models, Dirichlet process priors, choice models,

Monitoring Forecasting Combinations with Semiparametric Regression Models,
Antonis Michis, from Central Bank of Cyprus (2012)
Keywords: Forecasting combinations, semiparametric models, forecast errors.

Implicit profiling estimation for semiparametric models with bundled parameters,
Yucong Lin, Jinhua Su, Yang Liu, Jue Hou and Feifei Wang, in Statistical Papers (2024)
Keywords: Semiparametric models, Profiling estimation, Bundled parameters

Semiparametric Maximum Lickelihood Estimation of GARCH Models,
Jian Yang, from University of Western Ontario, Department of Economics (1998)
Keywords: GARCH models; Adaptive estimation; Semiparametric estimation