Pages that link to "Item:Q4530904"

The following pages link to Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors (Q4530904):

Displaying 32 items.

• A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
• Identification and information in monotone binary models (Q280231) (← links)
• Informational content of special regressors in heteroskedastic binary response models (Q284314) (← links)
• Endogenous selection or treatment model estimation (Q289184) (← links)
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution (Q292135) (← links)
• A logit model with endogenous explanatory variables and network externalities (Q301083) (← links)
• Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
• Identification and estimation of games with incomplete information using excluded regressors (Q496162) (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
• Censored multiple regression by the method of average derivatives (Q558066) (← links)
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity (Q738104) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables (Q1580343) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• A simple identification strategy for Gary Becker's time allocation model (Q1667959) (← links)
• Endogenous binary choice model with median restrictions (Q1927340) (← links)
• Semiparametric estimation of dynamic discrete choice models (Q2043233) (← links)
• Corporate social responsibility: how much is enough? A higher dimension perspective of the relationship between financial and social performance (Q2070696) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• Nonparametric identification and estimation of transformation models (Q2354851) (← links)
• Randomly censored partially linear single-index models (Q2426737) (← links)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
• Binary response correlated random coefficient panel data models (Q2516313) (← links)
• Excess heterogeneity, endogeneity and index restrictions (Q2628861) (← links)
• Identification of panel data models with endogenous censoring (Q2630349) (← links)
• WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS (Q2886945) (← links)
• <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
• EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS (Q3181951) (← links)
• Estimation of treatment effects in nonlinear models with unobserved confounding (Q6100426) (← links)
• Nonparametric identification and estimation of the extended Roy model (Q6108291) (← links)
• Matching points: supplementing instruments with covariates in triangular models (Q6193029) (← links)
• On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)