The following pages link to (Q2995584):
Displayed 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (Q273618) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Full matching approach to instrumental variables estimation with application to the effect of malaria on stunting (Q288596) (← links)
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
- On the robustness of coefficient estimates to the inclusion of proxy variables (Q312348) (← links)
- Estimation and inference in an ecological inference model (Q312357) (← links)
- An algorithm to estimate the two-way fixed effects model (Q312370) (← links)
- A novel multi-attribute benchmarking approach for assessing the financial performance of local governments: empirical evidence from France (Q320674) (← links)
- The effect of corporate governance on debt financing cost of listed companies (Q328225) (← links)
- A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
- When is Menzerath-Altmann law mathematically trivial? A new approach (Q482811) (← links)
- A generalized panel data switching regression model (Q485697) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate (Q508101) (← links)
- Partial maximum likelihood estimation of spatial probit models (Q528121) (← links)
- On different approaches to obtaining partial effects in binary response models with endogenous regressors (Q529815) (← links)
- Generalized random forests (Q666599) (← links)
- An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
- Left-censored dementia incidences in estimating cohort effects (Q825201) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- Modeling geodetic processes with Levy \(\alpha\)-stable distribution and FARIMA (Q888381) (← links)
- Assumptions of IV methods for observational epidemiology (Q903300) (← links)
- Investment and uncertainty with time to build: evidence from entry into U.S. copper mining (Q1624123) (← links)
- Predicting online invitation responses with a competing risk model using privacy-friendly social event data (Q1651729) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently (Q1668511) (← links)
- A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes (Q1668582) (← links)
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation (Q1670204) (← links)
- On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors (Q1672577) (← links)
- A practical test for strict exogeneity in linear panel data models with fixed effects (Q1672580) (← links)
- Efficiency comparison of random effects two stage least squares estimators (Q1672721) (← links)
- Proxy variables and nonparametric identification of causal effects (Q1672778) (← links)
- Two-part models are robust to endogenous selection (Q1672863) (← links)
- Partially linear censored regression models using heavy-tailed distributions: a Bayesian approach (Q1731194) (← links)
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- Estimation of average marginal effects in multiplicative unobserved effects panel models (Q1786735) (← links)
- A simple method for estimating unconditional heterogeneity distributions in correlated random effects models (Q1942867) (← links)
- On the instrument functional form with a binary endogenous explanatory variable (Q1984492) (← links)
- Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities (Q1991951) (← links)