Pages that link to "Item:Q5393925"

The following pages link to Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors (Q5393925):

Displayed 40 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 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)
• 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)
• On independence conditions in nonseparable models: observable and unobservable instruments (Q5964704) ‎ (← links)