Pages that link to "Item:Q5393925"
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The following pages link to Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors (Q5393925):
Displaying 50 items.
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Testing a conditional form of exogeneity (Q608862) (← links)
- Estimating panel data models in the presence of endogeneity and selection (Q736533) (← 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)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study (Q740076) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
- A simple method for estimating unconditional heterogeneity distributions in correlated random effects models (Q1942867) (← links)
- Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
- Correlated random effects models with unbalanced panels (Q2000855) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages (Q2074619) (← links)
- Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Identification and estimation in a correlated random coefficients binary response model (Q2354859) (← links)
- Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
- Estimation of a nonlinear panel data model with semiparametric individual effects (Q2440333) (← links)
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects (Q2440387) (← links)
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
- Non parametric analysis of panel data models with endogenous variables (Q2451792) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Nonparametric identification in panels using quantiles (Q2516311) (← links)
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
- Identification of unobserved distribution factors and preferences in the collective household model (Q2697988) (← links)
- ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS VARIABLES (Q2847586) (← links)
- GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
- REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS (Q3168424) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
- Identification and estimation of local average derivatives in non-separable models without monotonicity (Q3566435) (← links)
- NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE (Q4554604) (← links)
- Control functions in nonseparable simultaneous equations models (Q4586291) (← links)
- NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
- Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors (Q5080145) (← links)
- A Simple Estimator for Binary Choice Models with Endogenous Regressors (Q5080526) (← links)
- Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)
- A control function approach to estimate panel data binary response model (Q5095202) (← links)
- Estimation of nonseparable models with censored dependent variables and endogenous regressors (Q5860905) (← links)
- Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
