Partial identification of finite mixtures in econometric models
From MaRDI portal
(Redirected from Publication:4559912)
Recommendations
- Finite mixture models with one exclusion restriction
- Inference on two-component mixtures under tail restrictions
- Identification of mixture models using support variations
- Using mixtures in econometric models: a brief review and some new results
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
Cited in
(28)- Using mixture models to detect sex bias in health outcomes in Bangladesh
- Nonparametric estimation in case of endogenous selection
- Rationalization and identification of binary games with correlated types
- Partial identification of probability distributions.
- Estimating unobserved individual heterogeneity using pairwise comparisons
- Regressional identifiability and identification for beta mixtures.
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- Identifying Latent Structures in Restricted Latent Class Models
- Heterogeneous treatment effects with mismeasured endogenous treatment
- Identification of mixture models using support variations
- Finite mixture models with one exclusion restriction
- Using mixtures in econometric models: a brief review and some new results
- Inference on two-component mixtures under tail restrictions
- Semiparametric estimation of random coefficients in structural economic models
- Identification of expected outcomes in a data error mixing model with multiplicative mean independence
- INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
- Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata
- Global estimation of finite mixture and misclassification models with an application to multiple equilibria
- Nonparametric finite translation hidden Markov models and extensions
- Maximum likelihood estimation of finite mixture model for economic data
- Identification of mixtures of dynamic discrete choices
- Identification and estimation of sequential games of incomplete information with multiple equilibria
- Identifying treatment effects in the presence of confounded types
- Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari
- Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
- Penalized estimation of finite mixture models
- Identifiability of finite mixtures of multinomial logit models with varying and fixed effects
- Mixtures of regressions with changepoints
This page was built for publication: Partial identification of finite mixtures in econometric models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4559912)