Pages that link to "Item:Q1264515"
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The following pages link to Nonparametric estimation of the measurement error model using multiple indicators. (Q1264515):
Displaying 50 items.
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Instrumental variable approach to covariate measurement error in generalized linear models (Q421440) (← links)
- Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← 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)
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
- Well-posedness of measurement error models for self-reported data (Q527939) (← links)
- Goodness-of-fit tests in mixed models (Q619094) (← links)
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems (Q710758) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- The econometrics of auctions with asymmetric anonymous bidders (Q738139) (← links)
- Consistent density deconvolution under partially known error distribution (Q844880) (← links)
- Density estimation with replicate heteroscedastic measurements (Q907087) (← links)
- Consistent and rate-optimal density estimation from heteroscedastic data groups (Q1011529) (← links)
- Robust estimation of generalized linear models with measurement errors. (Q1421312) (← links)
- Conditionally independent private information in OCS wildcat auctions (Q1584771) (← links)
- Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
- Rationalization and identification of binary games with correlated types (Q1676373) (← links)
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Self-consistent density estimation in the presence of errors-in-variables (Q1725384) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
- Density deconvolution in a two-level heteroscedastic model with unknown error density (Q1952041) (← links)
- Deconvolution for the Wasserstein metric and geometric inference (Q1952230) (← links)
- Convolution without independence (Q2000864) (← links)
- Bounds on distributional treatment effect parameters using panel data with an application on job displacement (Q2024455) (← links)
- Bidding frictions in ascending auctions (Q2043241) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← links)
- Deconvolution with unknown noise distribution is possible for multivariate signals (Q2119230) (← links)
- Estimation of varying coefficient models with measurement error (Q2172010) (← links)
- Unobserved heterogeneity in auctions under restricted stochastic dominance (Q2173186) (← links)
- Does the ratio of Laplace transforms of powers of a function identify the function? (Q2226342) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- Measurement errors in quantile regression models (Q2294517) (← links)
- Inference on distribution functions under measurement error (Q2295806) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach (Q2399544) (← links)
- On deconvolution with repeated measurements (Q2426619) (← links)
- Deconvolution from panel data with unknown error distribution (Q2426739) (← links)
- Identification of first-price auctions with non-separable unobserved heterogeneity (Q2439870) (← links)
- Accelerated convergence for nonparametric regression with coarsened predictors (Q2473078) (← links)
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
- Multiscale density estimation with errors in variables (Q2511737) (← links)
- Kotlarski with a factor loading (Q2673201) (← links)
- Nonparametric Kernel Methods with Errors-in-Variables: Constructing Estimators, Computing them, and Avoiding Common Mistakes (Q2802866) (← links)
- Structural Econometric Methods in Auctions: A Guide to the Literature (Q2870568) (← links)
- SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254) (← links)
