Weighted Minimum Mean-Square Distance from Independence Estimation
From MaRDI portal
Recommendations
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Estimation in a semiparametric model by the method of minimum distance
- Local polynomial estimation of nonparametric simultaneous equations models
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Consistent estimation of limited dependent variable models despite misspecification of distribution
Cited in
(13)- Testing for serial independence of panel errors
- Identification and estimation of time-varying nonseparable panel data models without stayers
- Weighted minimum backward Fréchet distance
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Efficient estimation in models with independence restrictions
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
- Specification and Identification of Stochastic Demand Models
- Estimation and inference in factor copula models with exogenous covariates
- Panel Data Quantile Regression for Treatment Effect Models
- Minimum Distance Estimation of Search Costs Using Price Distribution
- Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome
- Instrumental variable quantile regression under random right censoring
- Individual welfare analysis: random quasilinear utility, independence, and confidence bounds
This page was built for publication: Weighted Minimum Mean-Square Distance from Independence Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5475017)
