Generalized Jackknife Estimators of Weighted Average Derivatives

REFERENCES

• Abadie , A. and Imbens , G. W. 2006 . “Large Sample Properties of Matching Estimators for Average Treatment Effects,” . Econometrica , 74 : 235 – 267 .
   Web of Science ®Google Scholar
• Altonji , J. G. , Ichimura , H. and Otsu , T. 2012 . “Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,” . Econometrica , 80 : 1701 – 1719 .
   Web of Science ®Google Scholar
• Campbell , J. R. 2011 . “Competition in Large Markets,” . Journal of Applied Econometrics , 26 : 1113 – 1136 .
   Web of Science ®Google Scholar
• Cattaneo , M. D. , Crump , R. K. and Jansson , M. 2010 . “Robust Data-Driven Inference for Density-Weighted Average Derivatives,” . Journal of the American Statistical Association , 105 : 1070 – 1083 .
   Web of Science ®Google Scholar
• Cattaneo , M. D. , Crump , R. K. and Jansson , M. in press . “Small Bandwidth Asymptotics for Density-Weighted Average Derivatives,” . Econometric Theory ,
   Web of Science ®Google Scholar
• Chen , X. 2007 . “Large Sample Sieve Estimation of Semi-Nonparametric Models,” . In Handbook of Econometrics (Vol. VI) , Edited by: Heckman , J. J. and Leamer , E. 5549 – 5632 . New York : Elsevier Science B.V. .
   Google Scholar
• Coppejans , M. and Sieg , H. 2005 . “Kernel Estimation of Average Derivatives and Differences,” . Journal of Business and Economic Statistics , 23 : 211 – 225 .
   Web of Science ®Google Scholar
• Deaton , A. and Ng , S. 1998 . “Parametric and Nonparametric Approaches to Price and Tax Reform,” . Journal of the American Statistical Association , 93 : 900 – 909 .
   Web of Science ®Google Scholar
• Hansen , B. E. 2008 . “Uniform Convergence Rates for Kernel Estimation With Dependent Data,” . Econometric Theory , 24 : 726 – 748 .
   Web of Science ®Google Scholar
• Härdle , W. , Hart , J. , Marron , J. and Tsybakov , A. 1992 . “Bandwidth Choice for Average Derivative Estimation,” . Journal of the American Statistical Association , 87 : 218 – 226 .
   Web of Science ®Google Scholar
• Härdle , W. , Hildenbrand , W. and Jerison , M. 1991 . “Empirical Evidence on the Law of Demand,” . Econometrica , 59 : 1525 – 1549 .
   Web of Science ®Google Scholar
• Härdle , W. and Stoker , T. 1989 . “Investigating Smooth Multiple Regression by the Method of Average Derivatives,” . Journal of the American Statistical Association , 84 : 986 – 995 .
   Web of Science ®Google Scholar
• Horowitz , J. and Härdle , W. 1996 . “Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates,” . Journal of the American Statistical Association , 91 : 1632 – 1640 .
   Web of Science ®Google Scholar
• Ichimura , H. and Linton , O. 2005 . “Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators,” . In Identification and Inference in Econometric Models: Essays in Honor of Thomas J. Rothenberg , Edited by: Andrews , D. W. K. and Stock , J. H. 149 – 170 . New York : Cambridge University Press .
   Google Scholar
• Ichimura , H. and Todd , P. E. 2007 . “Implementing Nonparametric and Semiparametric Estimators,” . In Handbook of Econometrics (Vol. VIB) , Edited by: Heckman , J. J. and Leamer , E. 5370 – 5468 . New York : Elsevier Science B.V. .
   Google Scholar
• Imbens , G. W. and Newey , W. K. 2009 . “Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,” . Econometrica , 77 : 1481 – 1512 .
   Web of Science ®Google Scholar
• Lang , K. and Manove , M. 2011 . “Education and Local Market Discrimination,” . American Economic Review , 101 : 1467 – 1496 .
   Web of Science ®Google Scholar
• Mammen , E. 1989 . “Asymptotics With Increasing Dimension for Robust Regression With Applications to the Bootstrap,” . The Annals of Statistics , 17 : 382 – 400 .
   Web of Science ®Google Scholar
• Matzkin , R. L. 2007 . “Nonparametric Identification,” . In Handbook of Econometrics (Vol. VIB) , Edited by: Heckman , J. J. and Leamer , E. 5307 – 5368 . New York : Elsevier Science B.V. .
   Google Scholar
• Newey , W. K. 1994a . “The Asymptotic Variance of Semiparametric Estimators,” . Econometrica , 62 : 1349 – 1382 .
   Web of Science ®Google Scholar
• Newey , W. K. 1994b . “Kernel Estimation of Partial Means and a General Variance Estimator,” . Econometric Theory , 10 : 233 – 253 .
   Web of Science ®Google Scholar
• Newey , W. K. and McFadden , D. L. 1994 . “Large Sample Estimation and Hypothesis Testing,” . In Handbook of Econometrics (Vol. IV) , Edited by: Engle , R. F. and McFadden , D. L. 2111 – 2245 . New York : Elsevier Science B.V. .
   Google Scholar
• Newey , W. K. and Stoker , T. M. 1993 . “Efficiency of Weighted Average Derivative Estimators and Index Models,” . Econometrica , 61 : 1199 – 1223 .
   Web of Science ®Google Scholar
• Powell , J. L. 1994 . “Estimation of Semiparametric Models,” . In Handbook of Econometrics (Vol. IV) , Edited by: Engle , R. F. and McFadden , D. 2443 – 2521 . New York : Elsevier Science B.V. .
   Google Scholar
• Powell , J. L. , Stocks , J. H. and Stoker , T. M. 1989 . “Semiparametric Estimation of Index Coefficients,” . Econometrica , 57 : 1403 – 1430 .
   Web of Science ®Google Scholar
• Robins , J. , Li , L. , Tchetgen , E. and van der Vaart , A. 2008 . “Higher Order Influence Functions and Minimax Estimation of Nonlinear Functionals,” . In Probability and Statistics: Essays in Honor of David A. Freedman , Edited by: Nolan , D. and Speed , T. 335 – 421 . Beachwood, OH : Institute of Mathematical Statistics .
   Google Scholar
• Schucany , W. R. 1988 . “On Nonparametric Regression With Higher-Order Kernels,” . Journal of Statistical Planning and Inference , 23 : 145 – 151 .
   Web of Science ®Google Scholar
• Schucany , W. R. and Sommers , J. P. 1977 . “Improvement of Kernel Type Density Estimators,” . Journal of the American Statistical Association , 72 : 420 – 423 .
   Web of Science ®Google Scholar
• Stoker , T. M. 1986 . “Consistent Estimation of Scaled Coefficients,” . Econometrica , 54 : 1461 – 1481 .
   Web of Science ®Google Scholar
• Stoker , T. M. 1989 . “Tests of Additive Derivative Constraints,” . Review of Economic Studies , 56 : 535 – 552 .
   Web of Science ®Google Scholar