Pages that link to "Item:Q5449871"
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The following pages link to Instrumental Variable Treatment of Nonclassical Measurement Error Models (Q5449871):
Displaying 50 items.
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Identification of mixture models using support variations (Q496146) (← links)
- Regression towards the mode (Q528024) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Structural measurement errors in nonseparable models (Q736539) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
- Bounding the effect of a dichotomous regressor with arbitrary measurement errors (Q1046294) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Identification in nonseparable models with measurement errors and endogeneity (Q1668273) (← links)
- Nonparametric estimation of non-exchangeable latent-variable models (Q1676371) (← links)
- Identifying the effect of a mis-classified, binary, endogenous regressor (Q1740300) (← links)
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity (Q2000832) (← links)
- Convolution without independence (Q2000864) (← links)
- Nonparametric regression with selectively missing covariates (Q2024472) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Estimating unobserved individual heterogeneity using pairwise comparisons (Q2074606) (← links)
- Unobserved heterogeneity in auctions under restricted stochastic dominance (Q2173186) (← links)
- Estimating production functions with robustness against errors in the proxy variables (Q2182133) (← links)
- An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
- The medium-run efficiency consequences of unfair school matching: evidence from Chinese college admissions (Q2236864) (← links)
- Measurement errors in quantile regression models (Q2294517) (← links)
- Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
- Frontier estimation in the presence of measurement error with unknown variance (Q2343753) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Closed-form estimation of nonparametric models with non-classical measurement errors (Q2343817) (← links)
- Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
- Examples of \(L^2\)-complete and boundedly-complete distributions (Q2398615) (← links)
- Injectivity of a class of integral operators with compactly supported kernels (Q2398974) (← links)
- Measurement error models: editors' introduction (Q2399529) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
- Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models (Q2399533) (← links)
- Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
- Understanding the effect of measurement error on quantile regressions (Q2399536) (← links)
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables (Q2399537) (← links)
- Regression discontinuity design with continuous measurement error in the running variable (Q2399540) (← links)
- Bayesian moment-based inference in a regression model with misclassification error (Q2399541) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach (Q2399544) (← links)
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates (Q2512365) (← links)
- A new instrumental method for dealing with endogenous selection (Q2630145) (← links)
- Estimating production functions with control functions when capital is measured with error (Q2635043) (← links)
- Illuminating economic growth (Q2673190) (← links)
- Genericity of the completeness condition with constrained instruments (Q2695772) (← links)
- Irregular identification of structural models with nonparametric unobserved heterogeneity (Q2697977) (← links)
- ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS (Q3021617) (← links)
