Pages that link to "Item:Q1185204"

The following pages link to Identification and estimation of polynomial errors-in-variables models (Q1185204):

Displaying 34 items.

• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution (Q292135) (← links)
• Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
• Identification of mixture models using support variations (Q496146) (← links)
• New \(M\)-estimators in semi-parametric regression with errors in variables (Q731676) (← links)
• The infinitesimal jackknife and moment structure analysis using higher order moments (Q736431) (← links)
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
• Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
• Nonlinear errors in variables estimation of some Engel curves (Q1343136) (← links)
• Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
• Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
• Exponential specifications and measurement error (Q1927589) (← links)
• Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
• Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
• Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables (Q2399537) (← links)
• Treatment effect estimation with covariate measurement error (Q2512523) (← links)
• Matrix algebra for higher order moments (Q2575702) (← links)
• Varying random coefficient models (Q2658751) (← links)
• MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS (Q2936834) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu (Q3569208) (← links)
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES (Q3632408) (← links)
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (Q4471126) (← links)
• NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES (Q4554603) (← links)
• Heterogeneous treatment effects with mismeasured endogenous treatment (Q4625072) (← links)
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (Q4916937) (← links)
• IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
• Errors-in-variables estimation with wavelets (Q5300753) (← links)
• Inference on local average treatment effects for misclassified treatment (Q5860937) (← links)
• Moment conditions for the quadratic regression model with measurement error (Q5867569) (← links)
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900980) (← links)
• Production risk and the estimation of ex-ante cost functions (Q5928976) (← links)
• Identification and inference of network formation games with misclassified links (Q6108281) (← links)
• Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)