Pages that link to "Item:Q1858959"
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The following pages link to Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959):
Displaying 28 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)
- Identification of mixture models using support variations (Q496146) (← links)
- Well-posedness of measurement error models for self-reported data (Q527939) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- Sequential estimation in generalized linear models when covariates are subject to errors (Q622559) (← links)
- Nonparametric estimation of a latent variable model (Q730430) (← links)
- New \(M\)-estimators in semi-parametric regression with errors in variables (Q731676) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Online calibration via variable length computerized adaptive testing (Q971535) (← links)
- Robust estimation of generalized linear models with measurement errors. (Q1421312) (← links)
- Slutsky matrix norms: the size, classification, and comparative statics of bounded rationality (Q1676460) (← links)
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments (Q1934886) (← links)
- Robust nonparametric function estimation for errors-in-variables models (Q1987580) (← links)
- Convolution without independence (Q2000864) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← 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)
- Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models (Q2399533) (← links)
- On deconvolution with repeated measurements (Q2426619) (← links)
- Treatment effect estimation with covariate measurement error (Q2512523) (← links)
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* (Q3023040) (← links)
- Extended least-correlation estimates for errors-in-variables non-linear models (Q3423784) (← links)
- A structural analysis of simple contracts (Q6054390) (← links)
- Binary choice with misclassification and social interactions, with an application to peer effects in attitude (Q6152597) (← links)