Pages that link to "Item:Q280226"

The following pages link to Instrumental variable estimation of nonseparable models (Q280226):

Displaying 41 items.

• A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles (Q397934) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables (Q527929) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Identification of unconditional partial effects in nonseparable models (Q617562) (← links)
• Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
• A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
• Adaptive estimation for some nonparametric instrumental variable models with full independence (Q2074321) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
• Nonparametric identification and estimation of transformation models (Q2354851) (← 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)
• Direct instrumental nonparametric estimation of inverse regression functions (Q2405906) (← links)
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter (Q2451771) (← links)
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression (Q2512613) (← links)
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862) (← links)
• Finite sample inference for quantile regression models (Q2630070) (← links)
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← links)
• Nonparametric instrumental variables estimation for efficiency frontier (Q2635051) (← links)
• GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS (Q2909246) (← links)
• ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS (Q3021619) (← links)
• WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? (Q3453251) (← links)
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES (Q3632408) (← links)
• Control functions in nonseparable simultaneous equations models (Q4586291) (← links)
• NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS (Q4643226) (← links)
• NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS (Q4979319) (← links)
• An Equation for the Identification of Average Causal Effect in Nonlinear Models (Q5067433) (← links)
• Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)
• Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
• SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION (Q5118573) (← links)
• A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)
• A simple test of completeness in a class of nonparametric specification (Q5865517) (← links)
• Efficient estimation of a triangular system of equations for quantile regression (Q6047330) (← links)
• Using monotonicity restrictions to identify models with partially latent covariates (Q6108283) (← links)
• Identification of multi-valued treatment effects with unobserved heterogeneity (Q6193017) (← links)
• Matching points: supplementing instruments with covariates in triangular models (Q6193029) (← links)