articleTop 10% cited
Root-N-Consistent Semiparametric Regression
Econometrica · 1988 · Vol. 56(4) · pp. 931–931
Abstract
On considere une variable aleatoire (X,Z) dans #7B-R P ×#7B-R q . On construit un estimateur generalisant l'estimateur des moindres carres ordinaires en inserant des estimateurs non parametriques de la regression dans la projection orthogonale non lineaire sur Z
Statistical Methods and InferenceSoil Geostatistics and MappingSemiparametric regressionEconometricsRegressionEconomicsSemiparametric modelStatisticsMathematicsRoot (linguistics)Regression analysisNonparametric statistics
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References
Maximum Likelihood Estimation of Misspecified Models
Econometrica · 1983 · 3,751 citations
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
Journal of the American Statistical Association · 1962 · 7,990 citations
Specification Tests in Econometrics
Econometrica · 1978 · 18,130 citations
Least absolute deviations estimation for the censored regression model
Journal of Econometrics · 1984 · 1,286 citations
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