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Semiparametric estimation and inference using doubly robust moment conditions
(2013-12-05)
We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance ...
Efficient semiparametric estimation of quantile treatment effects
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2003-01)
This paper presents calculations of semiparametric efficiency bounds for quantile treatment effects parameters when se1ection to treatment is based on observable characteristics. The paper also presents three estimation ...
Threshold selection for extremes under a semiparametric model
(Springer Heidelberg, 2013-07)
In this work we propose a semiparametric likelihood procedure for the threshold selection for extreme values.This is achieved under a semiparametric model,which assumes there is a threshold above which the excess distribution ...
Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves
(Sociedade Brasileira de Econometria, 2015)
Extending multivariate Student's-t semiparametric mixed models for longitudinal data with censored responses and heavy tails
(John Wiley and Sons Ltd, 2022)
© 2022 John Wiley & Sons Ltd.This article extends the semiparametric mixed model for longitudinal censored data with Gaussian errors by considering the Student's (Formula presented.) -distribution. This model allows us to ...
Inequality treatment effects
(Escola de Pós-Graduação em Economia da FGV, 2005-05-05)
This paper presents semiparametric estimators for treatment effects parameters when selection to treatment is based on observable characteristics. The parameters of interest in this paper are those that capture summarized ...
Semi-parametric Bayesian Inference for Multi-Season Baseball Data
(INT SOC BAYESIAN ANALYSIS, 2008)
We analyze complete sequences of successes (hits, walks, and sacrifices) for a group of players from the American and National Leagues, collected over 4 seasons. The goal is to describe how players' performance vary from ...