Pages that link to "Item:Q3765096"

The following pages link to Consistent Estimation of Scaled Coefficients (Q3765096):

Displayed 23 items.

• Asymptotic equivalence of estimators of average derivatives (Q673198) ‎ (← links)
• Isotonic single-index model for high-dimensional database marketing (Q957060) ‎ (← links)
• Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) ‎ (← links)
• Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables (Q1076470) ‎ (← links)
• Specifying and testing econometric models for rank-ordered data (Q1104018) ‎ (← links)
• A nested Tobit analysis for a sequentially censored regression model (Q1198125) ‎ (← links)
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683) ‎ (← links)
• Nonparametric identification and estimation of polychotomous choice models (Q1260685) ‎ (← links)
• Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution (Q1305642) ‎ (← links)
• Non-parametric test of derivative restrictions robust to functional misspecification (Q1331512) ‎ (← links)
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models (Q1341182) ‎ (← links)
• Consistent estimation of density-weighted average derivative by orthogonal series method (Q1347180) ‎ (← links)
• Semi-nonparametric estimation of binary response models with an application to natural resource valuation (Q1362043) ‎ (← links)
• Convergence rates and asymptotic normality for series estimators (Q1362062) ‎ (← links)
• Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) ‎ (← links)
• Are efficient estimators in single-indexed models really efficient? A computational discussion (Q1424611) ‎ (← links)
• Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) ‎ (← links)
• Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations (Q1849311) ‎ (← links)
• Smoothing bias in the measurement of marginal effects (Q1915463) ‎ (← links)
• Empirical likelihood for single-index models (Q2507756) ‎ (← links)
• Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections (Q2643029) ‎ (← links)
• Estimation of the binary response model using a mixture of distributions estimator (MOD) (Q5942683) ‎ (← links)
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. (Q5958691) ‎ (← links)