Pages that link to "Item:Q4359770"

The following pages link to Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D (Q4359770):

Displaying 34 items.

• Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints (Q299490) (← links)
• Consistent noisy independent component analysis (Q302095) (← links)
• Endogeneity of store attributes in heterogeneous store-level sales response models (Q421087) (← links)
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
• A note on the closed-form identification of regression models with a mismeasured binary regressor (Q945787) (← links)
• Considering endogeneity for optimal catalog allocation in direct marketing (Q976429) (← links)
• Measurement error in a single regressor (Q1583396) (← links)
• Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case (Q1787418) (← links)
• Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments (Q1934886) (← links)
• Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
• African asylum seekers in Europe: The interplay between foreign aid and governance in origin countries (Q2121113) (← links)
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
• A small sigma approach to certain problems in errors-in-variables models (Q2236298) (← links)
• Time-invariant regressors under fixed effects: simple identification via a proxy variable (Q2292779) (← links)
• Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt (Q2294451) (← links)
• Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
• Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
• Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
• Endogeneity in stochastic frontier models (Q2635044) (← links)
• Kotlarski with a factor loading (Q2673201) (← links)
• Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
• Identification of peer effects using group size variation (Q3653358) (← links)
• Covariate Measurement Error in Quadratic Regression (Q4832046) (← links)
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (Q4916937) (← links)
• IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
• Interactions and social attitudes in American communities (Q4963377) (← links)
• Efficient semiparametric copula estimation of regression models with endogeneity (Q5095200) (← links)
• Inference on local average treatment effects for misclassified treatment (Q5860937) (← links)
• Moment conditions for the quadratic regression model with measurement error (Q5867569) (← links)
• Bayesian artificial neural networks for frontier efficiency analysis (Q6054400) (← links)
• Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)
• Identification of a Triangular Two Equation System Without Instruments (Q6190752) (← links)
• Measurement Error Without the Proxy Exclusion Restriction (Q6617746) (← links)
• Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)