This paper develops a theory of estimating parameters of a generated regressor model in which some explanatory variables in the equation of interest are the unknown conditional means of certain ...
In this paper, we propose simultaneous confidence bands for the nonparametric link function in single-index models in the presence of a nuisance index parameter. We establish the asymptotic properties ...
Introducing the Morningstar PitchBook US Modern Market 100: The First Benchmark to Track Public & Private Market Companies in a Single Index Morningstar and PitchBook combine industry leading index ...
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