Density weighted linear least squares

MaRDI QIDQ5309208zbMATH OpenFDO

Authors Whitney Newey, Paul A. Ruud

Publication date 9 October 2007

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cited in

(9)

• Consistent estimation of density-weighted average derivative by orthogonal series method
• On average derivative quantile regression
• Weigted derivative estimation on quantal response models: Simulation and applications to choice of truck freight carrier
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Binary response correlated random coefficient panel data models
• A simple ordered data estimator for inverse density weighted expectations
• Binary outcomes, OLS, 2SLS and IV probit
• Estimation and inference for policy relevant treatment effects
• Local regression distribution estimators

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