Pages that link to "Item:Q291713"
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The following pages link to Instrumental quantile regression inference for structural and treatment effect models (Q291713):
Displaying 50 items.
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- Censored regression quantiles with endogenous regressors (Q288346) (← links)
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
- On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
- Tests for distributional treatment effects under unconfoundedness (Q621724) (← links)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Threshold regression with endogeneity (Q1706444) (← links)
- Quantile regression for duration models with time-varying regressors (Q1740269) (← links)
- Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Sequential estimation of censored quantile regression models (Q1792478) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- Counterfactual distributions of wages via quantile regression with endogeneity (Q1927105) (← links)
- Inference approaches for instrumental variable quantile regression (Q1934051) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Some recent developments in modeling quantile treatment effects (Q2194707) (← links)
- Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Measurement errors in quantile regression models (Q2294517) (← links)
- Semiparametric estimation of a censored regression model with endogeneity (Q2295811) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Quantiles via moments (Q2330750) (← links)
- Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
- Local structural quantile effects in a model with a nonseparable control variable (Q2628834) (← 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)
- Disentangling moral hazard and adverse selection in private health insurance (Q2658778) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
- Quantile regression with censoring and sample selection (Q2697982) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments (Q3304850) (← links)
- A simple approach to quantile regression for panel data (Q4913915) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Quantile regression for general spatial panel data models with fixed effects (Q5036964) (← links)
- Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors (Q5080145) (← links)
