Pages that link to "Item:Q3653232"
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The following pages link to Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity (Q3653232):
Displaying 50 items.
- Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Quantile regression methods for recursive structural equation models (Q278192) (← links)
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Censored regression quantiles with endogenous regressors (Q288346) (← links)
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Increasing the price variation in a repeated cross section (Q299477) (← links)
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (Q302115) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Iterative algorithm for non parametric estimation of the instrumental variables quantiles (Q397934) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- On instrumental variables estimation of causal odds ratios (Q449850) (← links)
- Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Pairwise-difference estimation of incomplete information games (Q527923) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Tighter bounds in triangular systems (Q530590) (← links)
- Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
- Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
- Testing a conditional form of exogeneity (Q608862) (← links)
- Identification of unconditional partial effects in nonseparable models (Q617562) (← links)
- Structural measurement errors in nonseparable models (Q736539) (← links)
- How many consumers are rational? (Q738029) (← links)
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity (Q738104) (← links)
- Economic juries and public project provision (Q738105) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Testing for monotonicity under endogeneity: an application to the reservation wage function (Q894641) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Nonparametric identification of the distribution of random coefficients in binary response static games of complete information (Q1668574) (← links)
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
- Three-stage semi-parametric inference: control variables and differentiability (Q2000862) (← links)
- Applied welfare analysis for discrete choice with interval-data on income (Q2000868) (← links)
- Heterogeneous endogeneity (Q2066528) (← links)
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages (Q2074619) (← links)
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings (Q2121829) (← links)
- Estimating production functions with robustness against errors in the proxy variables (Q2182133) (← links)
- The identification region of the potential outcome distributions under instrument independence (Q2236893) (← links)
- Partial distributional policy effects under endogeneity (Q2297946) (← links)
- Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms (Q2330731) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
