Pages that link to "Item:Q5706642"

The following pages link to Measurement Error Models with Auxiliary Data (Q5706642):

Displaying 49 items.

• Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
• Well-posedness of measurement error models for self-reported data (Q527939) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
• Evaluating treatment protocols using data combination (Q528178) (← links)
• Series estimation under cross-sectional dependence (Q894633) (← links)
• Empirical likelihood calibration estimation for the median treatment difference in observational studies (Q901533) (← links)
• A simple estimator for nonlinear error in variable models (Q1410563) (← links)
• Generalized partially linear regression with misclassified data and an application to labour market transitions (Q1658428) (← links)
• Identifying the effect of a mis-classified, binary, endogenous regressor (Q1740300) (← links)
• Indirect inference with endogenously missing exogenous variables (Q1754511) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect (Q2155293) (← links)
• Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
• Closed-form estimation of nonparametric models with non-classical measurement errors (Q2343817) (← links)
• Semiparametric estimation with missing covariates (Q2350069) (← links)
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
• Regression discontinuity design with continuous measurement error in the running variable (Q2399540) (← links)
• Semiparametric efficiency in GMM models with auxiliary data (Q2426625) (← links)
• Dilation bootstrap (Q2448413) (← links)
• Optimally combining censored and uncensored datasets (Q2628828) (← links)
• A test of non-identifying restrictions and confidence regions for partially identified parameters (Q2630079) (← links)
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability (Q2630202) (← links)
• Semiparametric quasi-likelihood estimation with missing data (Q2807771) (← links)
• Merging multiple longitudinal studies with study-specific missing covariates: A joint estimating function approach (Q2809517) (← links)
• WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS (Q2886945) (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
• Indirect Maximum Likelihood Estimation (Q2957705) (← links)
• Length-bias Correction in Transformation Models with Supplementary Data (Q3182776) (← links)
• Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu (Q3569208) (← links)
• On Deconvolution as a First Stage Nonparametric Estimator (Q3578995) (← links)
• Improving Semiparametric Estimation by Using Surrogate Data (Q3631474) (← links)
• ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES (Q5112016) (← links)
• Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression (Q5177956) (← links)
• Errors-in-variables estimation with wavelets (Q5300753) (← links)
• IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS (Q5357393) (← links)
• Comment (Q5406354) (← links)
• Two-sample least squares projection (Q5860910) (← links)
• A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
• A simple test of completeness in a class of nonparametric specification (Q5865517) (← links)
• Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data (Q5865521) (← links)
• Compound Regression and Constrained Regression: Nonparametric Regression Frameworks for EIV Models (Q5869283) (← links)
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900980) (← links)
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900981) (← links)
• Binary choice with misclassification and social interactions, with an application to peer effects in attitude (Q6152597) (← links)
• Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)