Pages that link to "Item:Q447858"

The following pages link to Nonparametric regression with nonparametrically generated covariates (Q447858):

Displaying 24 items.

• Sufficient forecasting using factor models (Q75240) (← links)
• A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
• Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
• Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
• A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
• Nonparametric identification and estimation of sample selection models under symmetry (Q1652948) (← links)
• Rationalization and identification of binary games with correlated types (Q1676373) (← links)
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (Q2000875) (← links)
• Semiparametric estimation of dynamic discrete choice models (Q2043233) (← links)
• Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Nonparametric identification and estimation of transformation models (Q2354851) (← links)
• A goodness-of-fit test for variable-adjusted models (Q2419145) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
• Unobserved heterogeneity and endogeneity in nonparametric frontier estimation (Q2635052) (← links)
• Identification of unobserved distribution factors and preferences in the collective household model (Q2697988) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
• Adaptive Warped Kernel Estimators (Q5251480) (← links)
• Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
• Inference on individual treatment effects in nonseparable triangular models (Q6108343) (← links)
• Nonparametric estimation of stochastic frontier models with weak separability (Q6193081) (← links)