Pages that link to "Item:Q3021621"

The following pages link to A SPECTRAL METHOD FOR DECONVOLVING A DENSITY (Q3021621):

Displaying 16 items.

• Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information (Q1668574) (← links)
• Priors about observables in vector autoregressions (Q1740294) (← links)
• Estimation of nonparametric regression models with a mixture of Berkson and classical errors (Q1950766) (← links)
• Convolution without independence (Q2000864) (← links)
• A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
• Direct instrumental nonparametric estimation of inverse regression functions (Q2405906) (← links)
• SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254) (← links)
• ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR (Q3021620) (← links)
• SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS (Q4959132) (← links)
• HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS (Q5118575) (← links)
• On the mean<i><i>L</i>¹</i>-error in the heteroscedastic deconvolution problem with compactly supported noises (Q5154045) (← links)
• SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS (Q5371151) (← links)
• Time-varying unobserved heterogeneity in earnings shocks (Q6108304) (← links)
• Density deconvolution with associated stationary data. (Q6136992) (← links)