Pages that link to "Item:Q1844047"
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The following pages link to The nonlinear two-stage least-squares estimator (Q1844047):
Displayed 45 items.
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- On instrumental variables estimation of causal odds ratios (Q449850) (← links)
- Multiple capital inputs, \(Q\), and investment spending (Q690180) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Endogenous treatment effect estimation using high-dimensional instruments and double selection (Q826717) (← links)
- Two-stage Huber estimation (Q861204) (← links)
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
- Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- A simplified approach to M-estimation with application to two-stage estimators (Q1088322) (← links)
- Disequilibrium econometrics in dynamic models (Q1133278) (← links)
- Full-information estimates of a nonlinear macroeconometric model (Q1150990) (← links)
- A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator (Q1166226) (← links)
- Identification and estimation of polynomial errors-in-variables models (Q1185204) (← links)
- The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
- Estimating a generalised censored regression model. A new method (Q1195089) (← links)
- The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator (Q1222497) (← links)
- Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations (Q1229543) (← links)
- A note on non-linear limited-information maximum-likelihood (Q1246238) (← links)
- On the efficient estimation methods for the macro-economic models nonlinear in variables (Q1249409) (← links)
- Nonlinear errors in variables estimation of some Engel curves (Q1343136) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Merchant selection and pricing strategy for a platform firm in the online group buying market (Q1639227) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- The specification of multi-market disequilibrium econometric models (Q1819523) (← links)
- Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
- Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
- Dependence modeling in stochastic frontier analysis (Q2148728) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- Estimation of nonlinear models with Berkson measurement errors (Q2388336) (← links)
- Rescaled methods-of-moments estimation for the Box-Cox regression model (Q2442556) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances (Q4434412) (← links)
- Nonparametric two-step regression estimation when regressors and error are dependent (Q4521138) (← links)
- Generalized least squares estimation of multivariate nonlinear models with missing data (Q4843821) (← links)
- A flexible instrumental variable approach (Q5193325) (← links)
- Mendelian randomization as an instrumental variable approach to causal inference (Q5425044) (← links)
- A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models (Q5442063) (← links)
- An IV estimator for a functional coefficient model with endogenous discrete treatments (Q5862425) (← links)
- Robust inference with GMM estimators (Q5931139) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)