{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,10,20]],"date-time":"2022-10-20T04:33:51Z","timestamp":1666240431980},"reference-count":55,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2020,3,26]],"date-time":"2020-03-26T00:00:00Z","timestamp":1585180800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2021,4]]},"abstract":"<jats:p>Nonparametric series regression often involves specification search over the tuning parameter, that is, 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, that is, the nonparametric estimation of the wage elasticity of the expected labor supply from Blomquist and Newey (2002,<jats:italic>Econometrica<\/jats:italic>70, 2455\u20132480).<\/jats:p>","DOI":"10.1017\/s0266466620000158","type":"journal-article","created":{"date-parts":[[2020,3,26]],"date-time":"2020-03-26T08:17:12Z","timestamp":1585210632000},"page":"311-345","source":"Crossref","is-referenced-by-count":0,"title":["INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS"],"prefix":"10.1017","volume":"37","author":[{"given":"Byunghoon","family":"Kang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2020,3,26]]},"reference":[{"key":"S0266466620000158_r31","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1198\/073500105000000063","article-title":"A test for superior predictive ability","volume":"23","author":"Hansen","year":"2005","journal-title":"Journal of Business and Economic Statistics"},{"key":"S0266466620000158_r26","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004497"},{"key":"S0266466620000158_r52","doi-asserted-by":"publisher","DOI":"10.1920\/wp.cem.2015.7115"},{"key":"S0266466620000158_r51","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2005.00615.x"},{"key":"S0266466620000158_r45","doi-asserted-by":"publisher","DOI":"10.2307\/2951752"},{"key":"S0266466620000158_r32","volume-title":"Handbook of Econometrics","volume":"4","author":"H\u00e4rdle","year":"1994"},{"key":"S0266466620000158_r29","doi-asserted-by":"publisher","DOI":"10.1214\/13-AOS1137"},{"key":"S0266466620000158_r3","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdx051"},{"key":"S0266466620000158_r49","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00037"},{"key":"S0266466620000158_r2","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(91)90107-O"},{"key":"S0266466620000158_r50","doi-asserted-by":"publisher","DOI":"10.2307\/1912705"},{"key":"S0266466620000158_r36","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1016\/j.jeconom.2011.12.001","article-title":"Uniform confidence bands for functions estimated nonparametrically with instrumental variables","volume":"168","author":"Horowitz","year":"2012","journal-title":"Journal of Econometrics"},{"key":"S0266466620000158_r30","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466614000322"},{"key":"S0266466620000158_r27","doi-asserted-by":"publisher","DOI":"10.1214\/09-AOS738"},{"key":"S0266466620000158_r20","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2013.10.002"},{"key":"S0266466620000158_r54","doi-asserted-by":"crossref","first-page":"1097","DOI":"10.1111\/1468-0262.00152","article-title":"A reality check for data snooping","volume":"68","author":"White","year":"2000","journal-title":"Econometrica"},{"key":"S0266466620000158_r24","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2016.04.009"},{"key":"S0266466620000158_r48","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00459"},{"key":"S0266466620000158_r44","first-page":"1","article-title":"Series estimation of regression functionals","volume":"10","author":"Newey","year":"1994","journal-title":"Econometric Theory"},{"key":"S0266466620000158_r23","doi-asserted-by":"publisher","DOI":"10.1214\/14-AOS1235"},{"key":"S0266466620000158_r6","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdt044"},{"key":"S0266466620000158_r47","doi-asserted-by":"publisher","DOI":"10.1257\/aer.103.3.550"},{"key":"S0266466620000158_r5","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2015.02.014"},{"key":"S0266466620000158_r35","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2014.03.006"},{"key":"S0266466620000158_r18","doi-asserted-by":"publisher","DOI":"10.3982\/QE722"},{"key":"S0266466620000158_r13","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2017.1328360"},{"key":"S0266466620000158_r34","volume-title":"Handbook of the Economics of Education","volume":"1","author":"Heckman","year":"2006"},{"key":"S0266466620000158_r1","doi-asserted-by":"publisher","DOI":"10.2307\/2938259"},{"key":"S0266466620000158_r40","doi-asserted-by":"publisher","DOI":"10.1137\/1135065"},{"key":"S0266466620000158_r7","doi-asserted-by":"crossref","first-page":"2455","DOI":"10.1111\/1468-0262.00381","article-title":"Nonparametric estimation with nonlinear budget sets","volume":"70","author":"Blomquist","year":"2002","journal-title":"Econometrica"},{"key":"S0266466620000158_r15","unstructured":"Chatterjee, S. (2005) An error bound in the Sudakov\u2013Fernique inequality. arXiv:math\/0510424."},{"key":"S0266466620000158_r21","doi-asserted-by":"publisher","DOI":"10.2307\/2998559"},{"key":"S0266466620000158_r11","article-title":"Large sample properties of partitioning-based series estimators","author":"Cattaneo","year":"2019","journal-title":"Annals of Statistics"},{"key":"S0266466620000158_r38","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.3167409"},{"key":"S0266466620000158_r43","doi-asserted-by":"publisher","DOI":"10.2307\/2171722"},{"key":"S0266466620000158_r19","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2014.04.009"},{"key":"S0266466620000158_r10","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2013.02.002"},{"key":"S0266466620000158_r9","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2017.1285776"},{"key":"S0266466620000158_r16","volume-title":"Handbook of Econometrics","volume":"6B","author":"Chen","year":"2007"},{"key":"S0266466620000158_r37","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1065705120"},{"key":"S0266466620000158_r25","doi-asserted-by":"publisher","DOI":"10.1006\/jmva.1994.1032"},{"key":"S0266466620000158_r4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2019.04.003"},{"key":"S0266466620000158_r55","first-page":"1760","article-title":"Local asymptotics for regression splines and confidence regions","volume":"26","author":"Zhou","year":"1998","journal-title":"Annals of Statistics"},{"key":"S0266466620000158_r53","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"S0266466620000158_r14","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466611000120"},{"key":"S0266466620000158_r33","doi-asserted-by":"publisher","DOI":"10.2307\/1913207"},{"key":"S0266466620000158_r39","first-page":"31","article-title":"Let\u2019s take the con out of econometrics","volume":"73","author":"Leamer","year":"1983","journal-title":"The American Economic Review"},{"key":"S0266466620000158_r17","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2015.03.010"},{"key":"S0266466620000158_r8","volume-title":"Handbook of Labor Economics","volume":"3","author":"Blundell","year":"1999"},{"key":"S0266466620000158_r12","doi-asserted-by":"publisher","DOI":"10.1017\/S026646661600013X"},{"key":"S0266466620000158_r42","volume-title":"Nonparametric Econometrics: Theory and Practice","author":"Li","year":"2007"},{"key":"S0266466620000158_r46","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00011-0"},{"key":"S0266466620000158_r41","doi-asserted-by":"crossref","first-page":"958","DOI":"10.1214\/aos\/1176350486","article-title":"Asymptotic optimality for Cp, CL, cross-validation and generalized cross-validation: Discrete index set","volume":"15","author":"Li","year":"1987","journal-title":"Annals of Statistics"},{"key":"S0266466620000158_r22","doi-asserted-by":"publisher","DOI":"10.1214\/14-AOS1230"},{"key":"S0266466620000158_r28","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9781107337862","volume-title":"Mathematical Foundations of Infinite-Dimensional Statistical Models","author":"Gin\u00e9","year":"2015"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466620000158","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,10,19]],"date-time":"2022-10-19T20:05:12Z","timestamp":1666209912000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466620000158\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,3,26]]},"references-count":55,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2021,4]]}},"alternative-id":["S0266466620000158"],"URL":"https:\/\/doi.org\/10.1017\/s0266466620000158","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2020,3,26]]}}}