Pages that link to "Item:Q5472989"

The following pages link to Nonparametric Estimation of Nonadditive Random Functions (Q5472989):

Displaying 50 items.

• Instrumental variables: an econometrician's perspective (Q252714) (← links)
• Dynamic discrete choice and dynamic treatment effects (Q278261) (← links)
• Instrumental variable estimation of nonseparable models (Q280226) (← links)
• Instrumental values (Q280227) (← links)
• A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
• Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
• Vector quantile regression: an optimal transport approach (Q292882) (← links)
• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Tests for price endogeneity in differentiated product models (Q312343) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles (Q397934) (← links)
• On the identification of the procurement model (Q429117) (← links)
• Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
• Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
• Identification of unconditional partial effects in nonseparable models (Q617562) (← links)
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity (Q738104) (← links)
• Quantile-based nonparametric inference for first-price auctions (Q738160) (← links)
• Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
• Nonparametric estimation of first-price auctions with risk-averse bidders (Q1644248) (← links)
• Rationalization and identification of binary games with correlated types (Q1676373) (← links)
• New results on the identification of stochastic bargaining models (Q1740274) (← links)
• Constructive identification in some nonseparable discrete choice models (Q2000850) (← links)
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures (Q2000874) (← links)
• Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
• Identification of semiparametric model coefficients, with an application to collective households (Q2074587) (← links)
• A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings (Q2121829) (← links)
• Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• Identification and estimation in a correlated random coefficients binary response model (Q2354859) (← links)
• Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
• Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
• Direct instrumental nonparametric estimation of inverse regression functions (Q2405906) (← links)
• The empirical content of Cournot competition (Q2447269) (← links)
• Finite sample inference for quantile regression models (Q2630070) (← links)
• Nonparametric estimation of distributional policy effects (Q2630163) (← 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)
• GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
• IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION (Q3021618) (← links)
• Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments (Q3304850) (← links)
• Identification and estimation of local average derivatives in non-separable models without monotonicity (Q3566435) (← links)
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES (Q3632408) (← links)
• Control functions in nonseparable simultaneous equations models (Q4586291) (← links)
• Partial identification by extending subdistributions (Q4629404) (← links)
• PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS (Q4959135) (← links)
• NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
• Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors (Q5080145) (← links)
• Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)