Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
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Cited in
(only showing first 100 items - show all)- On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing
- A smooth simultaneous confidence band for correlation curve
- Nonparametric estimation in case of endogenous selection
- Additive nonparametric instrumental regressions: a guide to implementation
- Normality of demand in a two-goods setting
- Sequential estimation of censored quantile regression models
- Recent approaches to estimating Engel curves
- Testing the rank of Engel curves with endogenous expenditure
- A model-free consistent test for structural change in regression possibly with endogeneity
- Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
- Nonparametric regression with selectively missing covariates
- Sieve estimation of option-implied state price density
- Heterogeneous endogeneity
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
- Adaptive estimation for some nonparametric instrumental variable models with full independence
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- Optimal linear instrumental variables approximations
- Ill-posed estimation in high-dimensional models with instrumental variables
- Uniform confidence bands for nonparametric errors-in-variables regression
- Semiparametric estimation of a censored regression model with endogeneity
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- Quantile regression with censoring and endogeneity
- Nonparametric identification and estimation of transformation models
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Injectivity of a class of integral operators with compactly supported kernels
- Regression discontinuity design with continuous measurement error in the running variable
- Direct instrumental nonparametric estimation of inverse regression functions
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Demographics and demand: evaluation of alternative functional forms
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
- Testing parametric models in the presence of instrumental variables
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
- Nonparametric identification in panels using quantiles
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- A new instrumental method for dealing with endogenous selection
- Estimating production functions with control functions when capital is measured with error
- Robust and optimal estimation for partially linear instrumental variables models with partial identification
- Varying random coefficient models
- Control variables, discrete instruments, and identification of structural functions
- High dimensional semiparametric moment restriction models
- Genericity of the completeness condition with constrained instruments
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Orthogonal polynomials for seminonparametric instrumental variables model
- A discontinuity test for identification in triangular nonseparable models
- Testing for monotonicity in unobservables under unconfoundedness
- Regularized posteriors in linear ill-posed inverse problems
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
- Increasing the price variation in a repeated cross section
- A neural network demand system with heteroskedastic errors
- On the completeness condition in nonparametric instrumental problems
- Identification and estimation by penalization in nonparametric instrumental regression
- On rate optimality for ill-posed inverse problems in econometrics
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- A spectral method for deconvolving a density
- Demand analysis as an ill-posed inverse problem with semiparametric specification
- Estimation of a semiparametric IGARCH(1,1) model
- Nonparametric instrumental variable estimation in practice
- Inference in semiparametric conditional moment models with partial identification
- Posterior consistency of nonparametric conditional moment restricted models
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Bayesian methods for the shape invariant model
- Estimation of a semiparametric transformation model in the presence of endogeneity
- Nonparametric identification using instrumental variables: sufficient conditions for completeness
- Nonparametric instrumental variable derivative estimation
- Bounding quantile demand functions using revealed preference inequalities
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
- Income and democracy: a semiparametric approach
- Endogeneity in semiparametric threshold regression
- Inconsistency transmission and variance reduction in two-stage quantile regression
- IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
- Honest confidence sets in nonparametric IV regression and other ill-posed models
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables
- Well-posedness of measurement error models for self-reported data
- Sieve estimation of panel data models with cross section dependence
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
- Nonparametric identification of dynamic models with unobserved state variables
- Instrumental variable methods for recovering continuous linear functionals
- Nonparametric estimation of semiparametric transformation models
- A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
- Semiparametric estimation of random coefficients in structural economic models
- Adaptive estimation of functionals in nonparametric instrumental regression
- A practical guide to compact infinite dimensional parameter spaces
- Identification and estimation in a linear correlated random coefficients model with censoring
- On endogeneity and shape invariance in extended partially linear single index models
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- A simple test of completeness in a class of nonparametric specification
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
- Market counterfactuals and the specification of multiproduct demand: A nonparametric approach
- Nonparametric identification and estimation with discrete instruments and regressors
- Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
- Orthogonal statistical learning
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