Pages that link to "Item:Q5472997"
From MaRDI portal
The following pages link to Instrumental Variable Estimation of Nonparametric Models (Q5472997):
Displaying 50 items.
- Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors (Q261905) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution (Q292135) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Nonparametric instrumental variable estimation in practice (Q312371) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
- Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
- Identification of mixture models using support variations (Q496146) (← links)
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables (Q527929) (← links)
- Well-posedness of measurement error models for self-reported data (Q527939) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior (Q528060) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
- Generalized random forests (Q666599) (← links)
- Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity (Q738104) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
- Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
- Nonparametric methods for inference in the presence of instrumental variables (Q817999) (← links)
- Iterative GMM for partially linear single-index models with partly endogenous regressors (Q830451) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Methodology and convergence rates for functional linear regression (Q997371) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- Threshold regression with endogeneity (Q1706444) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- A local generalized method of moments estimator (Q1929821) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
- Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
- Nonparametric regression with selectively missing covariates (Q2024472) (← links)
- Heterogeneous endogeneity (Q2066528) (← links)
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
- Adaptive estimation for some nonparametric instrumental variable models with full independence (Q2074321) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Estimating multinomial choice models with unobserved choice sets (Q2074596) (← links)
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings (Q2121829) (← links)
