Pages that link to "Item:Q447858"
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The following pages link to Nonparametric regression with nonparametrically generated covariates (Q447858):
Displaying 35 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)
- NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE (Q4554604) (← links)
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY (Q4629566) (← links)
- Generated Covariates in Nonparametric Estimation: A Short Review (Q4644976) (← links)
- Two-step series estimation and specification testing of (partially) linear models with generated regressors (Q5040539) (← links)
- Adaptive Warped Kernel Estimators (Q5251480) (← links)
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS (Q5371151) (← links)
- Standard Errors for Nonparametric Regression (Q5861018) (← links)
- Smoothed maximum score estimation with nonparametrically generated covariates (Q5861059) (← links)
- Monotonicity-constrained nonparametric estimation and inference for first-price auctions (Q5862516) (← 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)
- Recent advances in the construction of nonparametric stochastic frontier models (Q6612719) (← links)
- Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors (Q6620856) (← links)
- Minimum Distance Estimation of Search Costs Using Price Distribution (Q6623217) (← links)
