Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #1 to #50.

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  1. Editorial: Whitney Newey's contributions to econometrics: Label: en
  2. Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators: Label: en
  3. Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence: Label: en
  4. Instrumental variable estimation with first-stage heterogeneity: Label: en
  5. Is Newey-West optimal among first-order kernels?: Label: en
  6. One instrument to rule them all: the bias and coverage of just-ID IV: Label: en
  7. Kernel density estimation for undirected dyadic data: Label: en
  8. Testing unconditional and conditional independence via mutual information: Label: en
  9. On uniform inference in nonlinear models with endogeneity: Label: en
  10. Testing underidentification in linear models, with applications to dynamic panel and asset pricing models: Label: en
  11. Nonseparable sample selection models with censored selection rules: Label: en
  12. Using Wasserstein generative adversarial networks for the design of Monte Carlo simulations: Label: en
  13. Testing and relaxing the exclusion restriction in the control function approach: Label: en
  14. Local regression distribution estimators: Label: en
  15. A comparison of the GB2 and skewed generalized log-t distributions with an application in finance: Label: en
  16. Financially adaptive clinical trials via option pricing analysis: Label: en
  17. Network and panel quantile effects via distribution regression: Label: en
  18. Maximum likelihood estimation of latent Markov models using closed-form approximations: Label: en
  19. Standard errors for panel data models with unknown clusters: Label: en
  20. High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times: Label: en
  21. Time-varying forecast combination for factor-augmented regressions with smooth structural changes: Label: en
  22. Finite underidentification: Label: en
  23. Robust inference on correlation under general heterogeneity: Label: en
  24. Nonparametric estimation for high-frequency data incorporating trading information: Label: en
  25. Non-representative sampled networks: estimation of network structural properties by weighting: Label: en
  26. Panel data models with time-varying latent group structures: Label: en
  27. Confidence intervals of treatment effects in panel data models with interactive fixed effects: Label: en
  28. Inference for low-rank completion without sample splitting with application to treatment effect estimation: Label: en
  29. The variance of regression coefficients when the population is finite: Label: en
  30. A computational approach to identification of treatment effects for policy evaluation: Label: en
  31. Semiparametric Bayesian estimation of dynamic discrete choice models: Label: en
  32. Nonparametric estimation of stochastic frontier models with weak separability: Label: en
  33. Estimation and inference by stochastic optimization: Label: en
  34. Identification of heterogeneous elasticities in gross-output production functions: Label: en
  35. Observation-driven filtering of time-varying parameters using moment conditions: Label: en
  36. Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails: Label: en
  37. Bellman filtering and smoothing for state-space models: Label: en
  38. The likelihood ratio test for structural changes in factor models: Label: en
  39. Autoregressive conditional betas: Label: en
  40. Distributed estimation and inference for spatial autoregression model with large scale networks: Label: en
  41. Preface: Introduction to the themed issue on climate econometrics: Label: en
  42. Robust testing for explosive behavior with strongly dependent errors: Label: en
  43. The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity: Label: en
  44. High-dimensional IV cointegration estimation and inference: Label: en
  45. Tail behavior of ACD models and consequences for likelihood-based estimation: Label: en
  46. Estimation and variable selection for high-dimensional spatial dynamic panel data models: Label: en
  47. An identification and testing strategy for proxy-SVARs with weak proxies: Label: en
  48. An information-theoretic approach to partially identified auction models: Label: en
  49. Sharp bounds in the latent index selection model: Label: en
  50. Profiling the plight of disconnected youth in America: Label: en

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