scientific article; zbMATH DE number 88831

MaRDI QIDQ4015729zbMATH OpenFDO

Authors Thomas M. Stocker

Publication date 16 January 1993

zbMATH Keywords

conditional expectationestimators of the average derivativeindex modelsinstrumental variableskernel estimatorsmarginal densitysemiparametricslope coefficients

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to economics (62P20)

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(20)

• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
• How sensitive are average derivatives?
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Identifying the sign of the slope of a monotonic function via OLS.
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Aggregate behavior and microdata
• Smoothing bias in the measurement of marginal effects
• Average derivative estimation from biased data
• A method of estimating the average derivative
• Average derivative estimation with missing responses
• scientific article; zbMATH DE number 17211 (Why is no real title available?)
• scientific article; zbMATH DE number 726923 (Why is no real title available?)
• A MODIFIED AVERAGE DERIVATIVES ESTIMATOR
• Multivariate local polynomial regression for estimating average derivatives
• Root-n consistency of intercept estimators in a binary response model under tail restrictions
• Semiparametric Estimation of Index Coefficients
• Censored multiple regression by the method of average derivatives
• Detecting seasonal unit roots in a structural time series model
• Asymptotic equivalence of estimators of average derivatives
• Semiparametric estimation of a simultaneous game with incomplete information

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