Pages that link to "Item:Q3566435"
From MaRDI portal
The following pages link to Identification and estimation of local average derivatives in non-separable models without monotonicity (Q3566435):
Displaying 13 items.
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
- Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages (Q2074619) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Identification of unobserved distribution factors and preferences in the collective household model (Q2697988) (← links)
- GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
- UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (Q3224039) (← links)
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA (Q6156586) (← links)