Pages that link to "Item:Q3563636"
From MaRDI portal
The following pages link to Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics (Q3563636):
Displaying 29 items.
- Bayesian exploratory factor analysis (Q118626) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
- Density deconvolution from repeated measurements without symmetry assumption on the errors (Q495339) (← links)
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Convolution without independence (Q2000864) (← links)
- On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← links)
- Estimation of varying coefficient models with measurement error (Q2172010) (← links)
- A generalization of Lemma 1 in Kotlarski (1967) (Q2197595) (← links)
- On the identification of joint distributions using marginals and aggregates (Q2208860) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- Inference on distribution functions under measurement error (Q2295806) (← links)
- Kotlarski with a factor loading (Q2673201) (← links)
- SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254) (← links)
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR (Q3021620) (← links)
- Estimation of convolution in the model with noise (Q3455249) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (Q4916937) (← links)
- ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS (Q5065461) (← links)
- HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS (Q5118575) (← links)
- ESTIMATING NONLINEAR STRUCTURAL RELATIONSHIPS (Q5229422) (← links)
- IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS (Q5357393) (← links)
- Time-varying unobserved heterogeneity in earnings shocks (Q6108304) (← links)
- Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective (Q6616593) (← links)
- Posterior Average Effects (Q6620997) (← links)
- Deconvolution from two order statistics (Q6646169) (← links)
