Structural measurement errors in nonseparable models (Q736539): Difference between revisions

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+Goodness-of-fit tests for kernel regression with an application to option implied volatilities
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+Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
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+On a modified bootstrap for certain asymptotically nonnormal statistics
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+Nonlinear errors in variables estimation of some Engel curves
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+Identification of Marginal Effects in Nonseparable Models Without Monotonicity
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+Instrumental Variable Treatment of Nonclassical Measurement Error Models
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+Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
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