On uniform inference in nonlinear models with endogeneity
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Cites work
- A moment estimator for the index of an extreme-value distribution
- A simple general approach to inference about the tail of a distribution
- Asymptotic efficiency in semi-parametric models with censoring
- Bootstrap of the mean in the infinite variance case
- Censored regression quantiles
- Dummy Endogenous Variables in Weakly Separable Models
- Endogenous selection or treatment model estimation
- Estimation and inference with a (nearly) singular Jacobian
- Estimation and inference with weak, semi-strong, and strong identification
- Extremal quantile regressions for selection models and the black-white wage gap
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
- Information structure and statistical information in discrete response models
- Informational content of special regressors in heteroskedastic binary response models
- Irregular identification, support conditions, and inverse weight estimation
- Likelihood inference in some finite mixture models
- Nonparametric Estimation of Sample Selection Models
- On the estimation of the extreme-value index and large quantile estimation
- Parameter estimation for moving averages with positive innovations
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Refined Pickands estimators of the extreme value index
- Robust inference using inverse probability weighting
- Second-Order and Bootstrap Approximation to Student's t-Statistic
- Selection without exclusion
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Shadow Prices, Market Wages, and Labor Supply
- Simple consistent estimators of stable distribution parameters
- Statistical inference using extreme order statistics
- Subsampling
- Subsampling inference for the mean in the heavy-tailed case.
- The Efficiency Bound of the Mixed Proportional Hazard Model
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
- Two-step series estimation of sample selection models
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
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