Pages that link to "Item:Q274916"

The following pages link to Functional coefficient instrumental variables models (Q274916):

Displaying 32 items.

• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Iterative GMM for partially linear single-index models with partly endogenous regressors (Q830451) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Proportional functional coefficient time series models (Q1007454) (← links)
• Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
• An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)
• Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)
• Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates (Q2317398) (← links)
• Gradient estimation of the local-constant semiparametric smooth coefficient model (Q2334310) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects (Q2343835) (← links)
• Modified SEE variable selection for varying coefficient instrumental variable models (Q2360935) (← links)
• Empirical likelihood inferences for semiparametric instrumental variable models (Q2511382) (← links)
• Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (Q2516050) (← links)
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
• Estimation for Partially Linear Single-index Instrumental Variables Models (Q2828774) (← links)
• THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH (Q2843368) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
• Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
• Empirical likelihood inference in partially linear single-index models with endogenous covariates (Q4976211) (← links)
• (Q5004053) (← links)
• Instrumental variable based variable selection for generalized linear models with endogenous covariates (Q5085981) (← links)
• Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)
• An IV estimator for a functional coefficient model with endogenous discrete treatments (Q5862425) (← links)
• Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
• Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
• Semiparametric partially linear varying coefficient modal regression (Q6108288) (← links)