Pages that link to "Item:Q4016228"
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The following pages link to An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling (Q4016228):
Displaying 27 items.
- Asymptotic inference from multi-stage samples (Q262753) (← links)
- Inverse probability weighted estimation for general missing data problems (Q289218) (← links)
- Sampling bias and class imbalance in maximum-likelihood logistic regression (Q621810) (← links)
- Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known (Q738085) (← links)
- On estimation of conditional density models with two-phase sampling (Q963892) (← links)
- Improved instrumental variables and generalized method of moments estimators (Q1298481) (← links)
- Optimal stock/flow panels (Q1347108) (← links)
- Estimation in choice-based sampling with measurement error and bootstrap analysis (Q1361997) (← links)
- Bayes WESML. Posterior inference from choice-based samples (Q1362482) (← links)
- Efficient estimation of regression parameters from multistage studies with validation of outcome and covariates (Q1378809) (← links)
- Regression models for choice-based samples with misclassification in the response variable. (Q1858913) (← links)
- Case-control studies with contaminated controls (Q1915443) (← links)
- Binary models with misclassification in the variable of interest and nonignorable nonresponse (Q1934097) (← links)
- Efficiency results of MLE and GMM estimation with sampling weights (Q1973428) (← links)
- Modeling qualitative outcomes by supplementing participant data with general population data: a new and more versatile approach (Q2121824) (← links)
- Multicriteria decision aid models for the prediction of securities class actions: evidence from the banking sector (Q2454353) (← links)
- Efficient estimation and stratified sampling (Q2565042) (← links)
- GMM redundancy results for general missing data problems (Q2628831) (← links)
- Multicriteria classification models for the identification of targets and acquirers in the Asian banking sector (Q2655622) (← links)
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
- Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling (Q3430298) (← links)
- A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS (Q3551014) (← links)
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests (Q4853086) (← links)
- Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression (Q5177956) (← links)
- DYNAMIC TIME SERIES BINARY CHOICE (Q5199495) (← links)
- Estimation and inference for policy relevant treatment effects (Q6163243) (← links)
- Multivariate functional principal component analysis for endogenously stratified data (Q6185055) (← links)
