Semiparametric estimation with generated covariates

We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametrically using generated covariates. Such estimators are used frequently to e.g., estimate nonlinear models with endogen...

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Bibliographic Details
Main Authors: Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author)
Format: Article (Journal)
Language:English
Published: October 2016
In: Econometric theory
Year: 2016, Volume: 32, Issue: 5, Pages: 1140-1177
ISSN:1469-4360
DOI:http://dx.doi.org/10.1017/S0266466615000134
Online Access:Verlag, lizenzpflichtig, Volltext: https://doi.org/http://dx.doi.org/10.1017/S0266466615000134
Verlag, lizenzpflichtig, Volltext: https://search.proquest.com/docview/1819082988?pq-origsite=gscholar
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Author Notes:Enno Mammen, Christoph Rothe, Melanie Schienle
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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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