Pages that link to "Item:Q5475051"
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The following pages link to Likelihood Estimation and Inference in a Class of Nonregular Econometric Models (Q5475051):
Displayed 14 items.
- Manipulation of the running variable in the regression discontinuity design: a density test (Q291081) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Indirect inference in structural econometric models (Q530980) (← links)
- Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Asymptotic equivalence for nonparametric regression with non-regular errors (Q1939553) (← links)
- Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
- Structural Econometric Methods in Auctions: A Guide to the Literature (Q2870568) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- Estimation in Nonparametric Regression with Non-Regular Errors (Q3585264) (← links)
- SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS (Q3632381) (← links)
- Bayesian Likelihood Methods for Estimating the End Point of a Distribution (Q5490616) (← links)