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- W2893670232 abstract "Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences for conditional mean functions in nonparametric series estimations that are uniform in the number of series terms. As a result, this paper constructs confidence intervals and confidence bands with possibly data-dependent series terms that have valid asymptotic coverage probabilities. This paper also considers a partially linear model setup and develops inference methods for the parametric part uniform in the number of series terms. The finite sample performance of the proposed methods is investigated in various simulation setups as well as in an illustrative example, i.e., the nonparametric estimation of the wage elasticity of the expected labor supply from Blomquist and Newey (2002)." @default.
- W2893670232 created "2018-10-05" @default.
- W2893670232 creator A5046728222 @default.
- W2893670232 date "2019-09-26" @default.
- W2893670232 modified "2023-09-25" @default.
- W2893670232 title "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms" @default.
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