FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2339498100> ?p ?o ?g. }

• W2339498100 endingPage "3184" @default.
• W2339498100 startingPage "3168" @default.
• W2339498100 abstract "We study partial linear models where the linear covariates are endogenous and cause an over-identified problem. We propose combining the profile principle with local linear approximation and the generalized moment methods (GMM) to estimate the parameters of interest. We show that the profiled GMM estimators are root− n consistent and asymptotically normally distributed. By appropriately choosing the weight matrix, the estimators can attain the efficiency bound. We further consider variable selection by using the moment restrictions imposed on endogenous variables when the dimension of the covariates may be diverging with the sample size, and propose a penalized GMM procedure, which is shown to have the sparsity property. We establish asymptotic normality of the resulting estimators of the nonzero parameters. Simulation studies have been presented to assess the finite-sample performance of the proposed procedure." @default.
• W2339498100 created "2016-06-24" @default.
• W2339498100 creator A5052722416 @default.
• W2339498100 creator A5079532591 @default.
• W2339498100 creator A5085374974 @default.
• W2339498100 date "2015-07-11" @default.
• W2339498100 modified "2023-09-27" @default.
• W2339498100 title "GMM estimation in partial linear models with endogenous covariates causing an over-identified problem" @default.
• W2339498100 cites W1498947193 @default.
• W2339498100 cites W1713462846 @default.
• W2339498100 cites W1824682467 @default.
• W2339498100 cites W1970751677 @default.
• W2339498100 cites W1975677447 @default.
• W2339498100 cites W1983590837 @default.
• W2339498100 cites W1987204917 @default.
• W2339498100 cites W1988219008 @default.
• W2339498100 cites W1992746671 @default.
• W2339498100 cites W2009314534 @default.
• W2339498100 cites W2016422302 @default.
• W2339498100 cites W2020925091 @default.
• W2339498100 cites W2022796289 @default.
• W2339498100 cites W2028995298 @default.
• W2339498100 cites W2031686955 @default.
• W2339498100 cites W2031786059 @default.
• W2339498100 cites W2042089645 @default.
• W2339498100 cites W2043662050 @default.
• W2339498100 cites W2074682976 @default.
• W2339498100 cites W2088398599 @default.
• W2339498100 cites W2110999708 @default.
• W2339498100 cites W2122825543 @default.
• W2339498100 cites W2128624462 @default.
• W2339498100 cites W2133593515 @default.
• W2339498100 cites W2170007391 @default.
• W2339498100 cites W2227995026 @default.
• W2339498100 cites W3105513009 @default.
• W2339498100 cites W3121359605 @default.
• W2339498100 cites W3123065619 @default.
• W2339498100 cites W3125352402 @default.
• W2339498100 cites W3143949042 @default.
• W2339498100 cites W4302338619 @default.
• W2339498100 doi "https://doi.org/10.1080/03610926.2014.901363" @default.
• W2339498100 hasPublicationYear "2015" @default.
• W2339498100 type Work @default.
• W2339498100 sameAs 2339498100 @default.
• W2339498100 citedByCount "4" @default.
• W2339498100 countsByYear W23394981002020 @default.
• W2339498100 countsByYear W23394981002021 @default.
• W2339498100 crossrefType "journal-article" @default.
• W2339498100 hasAuthorship W2339498100A5052722416 @default.
• W2339498100 hasAuthorship W2339498100A5079532591 @default.
• W2339498100 hasAuthorship W2339498100A5085374974 @default.
• W2339498100 hasConcept C105795698 @default.
• W2339498100 hasConcept C114614502 @default.
• W2339498100 hasConcept C119043178 @default.
• W2339498100 hasConcept C121332964 @default.
• W2339498100 hasConcept C126255220 @default.
• W2339498100 hasConcept C129848803 @default.
• W2339498100 hasConcept C162748667 @default.
• W2339498100 hasConcept C163175372 @default.
• W2339498100 hasConcept C179254644 @default.
• W2339498100 hasConcept C185429906 @default.
• W2339498100 hasConcept C28826006 @default.
• W2339498100 hasConcept C33676613 @default.
• W2339498100 hasConcept C33923547 @default.
• W2339498100 hasConcept C41587187 @default.
• W2339498100 hasConcept C65778772 @default.
• W2339498100 hasConcept C74650414 @default.
• W2339498100 hasConceptScore W2339498100C105795698 @default.
• W2339498100 hasConceptScore W2339498100C114614502 @default.
• W2339498100 hasConceptScore W2339498100C119043178 @default.
• W2339498100 hasConceptScore W2339498100C121332964 @default.
• W2339498100 hasConceptScore W2339498100C126255220 @default.
• W2339498100 hasConceptScore W2339498100C129848803 @default.
• W2339498100 hasConceptScore W2339498100C162748667 @default.
• W2339498100 hasConceptScore W2339498100C163175372 @default.
• W2339498100 hasConceptScore W2339498100C179254644 @default.
• W2339498100 hasConceptScore W2339498100C185429906 @default.
• W2339498100 hasConceptScore W2339498100C28826006 @default.
• W2339498100 hasConceptScore W2339498100C33676613 @default.
• W2339498100 hasConceptScore W2339498100C33923547 @default.
• W2339498100 hasConceptScore W2339498100C41587187 @default.
• W2339498100 hasConceptScore W2339498100C65778772 @default.
• W2339498100 hasConceptScore W2339498100C74650414 @default.
• W2339498100 hasIssue "11" @default.
• W2339498100 hasLocation W23394981001 @default.
• W2339498100 hasOpenAccess W2339498100 @default.
• W2339498100 hasPrimaryLocation W23394981001 @default.
• W2339498100 hasRelatedWork W1574722125 @default.
• W2339498100 hasRelatedWork W2103502740 @default.
• W2339498100 hasRelatedWork W2136981816 @default.
• W2339498100 hasRelatedWork W2139734175 @default.
• W2339498100 hasRelatedWork W2339498100 @default.
• W2339498100 hasRelatedWork W2370788002 @default.
• W2339498100 hasRelatedWork W2470806893 @default.
• W2339498100 hasRelatedWork W2562658254 @default.
• W2339498100 hasRelatedWork W2751819195 @default.
• W2339498100 hasRelatedWork W2980663520 @default.
• W2339498100 hasVolume "45" @default.

• next