Pages that link to "Item:Q3352346"
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The following pages link to Efficient Instrumental Variables Estimation of Nonlinear Models (Q3352346):
Displaying 50 items.
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Approximate maximum entropy on the mean for instrumental variable regression (Q433589) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Efficient local IV estimation of an empirical auction model (Q527909) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
- An efficient marginal integration estimator of a semiparametric additive modelling (Q1771486) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- A regression approach to ROC surface, with applications to Alzheimer's disease (Q1933976) (← links)
- Feedback in panel data models (Q2074608) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- Optimal linear instrumental variables approximations (Q2225014) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Consistent estimation with many moment inequalities (Q2511801) (← links)
- Improving the performance of random coefficients demand models: the role of optimal instruments (Q2512641) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Quasi score-driven models (Q2697985) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- Strong consistency of the general rank estimator (Q2980115) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Two-Step Estimation of Endogenous and Exogenous Group Effects (Q3086365) (← links)
- A note on non-parametric estimation with predicted variables (Q3161683) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
- Efficient instrumental variables estimation of nonlinear dependent processes (Q3432399) (← links)
- A partially linear single‐index transformation model and its nonparametric estimation (Q5247417) (← links)
