Pages that link to "Item:Q5473008"
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The following pages link to Estimation of Nonlinear Models with Measurement Error (Q5473008):
Displaying 50 items.
- Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution (Q292135) (← links)
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
- Instrumental variable approach to covariate measurement error in generalized linear models (Q421440) (← links)
- Identification of mixture models using support variations (Q496146) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems (Q710758) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Bounding the effect of a dichotomous regressor with arbitrary measurement errors (Q1046294) (← links)
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Exponential specifications and measurement error (Q1927589) (← links)
- Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments (Q1934886) (← links)
- Density deconvolution in a two-level heteroscedastic model with unknown error density (Q1952041) (← links)
- Regression estimation under strong mixing data (Q2000739) (← links)
- Convolution without independence (Q2000864) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- A small sigma approach to certain problems in errors-in-variables models (Q2236298) (← links)
- Measurement errors in quantile regression models (Q2294517) (← 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)
- Strong consistency of wavelet estimators for errors-in-variables regression model (Q2397048) (← 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)
- On deconvolution with repeated measurements (Q2426619) (← links)
- On nonlinear regression estimator with denoised variables (Q2445822) (← links)
- Treatment effect estimation with covariate measurement error (Q2512523) (← links)
- Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
- SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254) (← links)
- Estimating parameters of polynomial models with errors in variables and no additional information (Q2959197) (← links)
- ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS (Q3021617) (← links)
- Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors (Q3465359) (← links)
- On Deconvolution as a First Stage Nonparametric Estimator (Q3578995) (← links)
- KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST (Q3632397) (← links)
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES (Q3632408) (← links)
- Identification of peer effects using group size variation (Q3653358) (← links)
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES (Q4554603) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES (Q4599621) (← links)
- NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION (Q4643223) (← links)
- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (Q4916937) (← links)
- IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR (Q5012631) (← links)
- NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- An alternative local polynomial estimator for the error-in-variables problem (Q5266566) (← links)
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR (Q5314882) (← links)
- IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS (Q5357393) (← links)
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data (Q5865521) (← links)
