Similar Search Results

On deconvolution as a first stage nonparametric estimator

Hu, Yingyao; Ridder, Geert - In: Econometric reviews 29 (2010) 4, pp. 365-396

Persistent link: https://www.econbiz.de/10003978815

High-order conditional quantile estimation based on nonparametric models of regression

Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958

Persistent link: https://www.econbiz.de/10011483401

Estimation and inference for distribution and quantile functions in endogenous treatment effect models

Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. - In: Econometric reviews 41 (2022) 1, pp. 22-50

Persistent link: https://www.econbiz.de/10013167577

Estimation of counterfactual distributions with a continuous endogenous treatment

Pereda-Fernández, Santiago - In: Econometric reviews 43 (2024) 8, pp. 595-637

Persistent link: https://www.econbiz.de/10015050633

Panel Regression with Random Noise

Ronning, Gerd - 2009

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we...

Persistent link: https://www.econbiz.de/10012763988

Assessing the precision of turning point estimates in polynomial regression functions

Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528

Persistent link: https://www.econbiz.de/10003549303

Pairwise likelihood inference for general state space models

Varin, Cristiano; Vidoni, Paolo - In: Econometric reviews 28 (2009) 1/3, pp. 170-185

Persistent link: https://www.econbiz.de/10003800719

The exact bias of the log-periodogram regression estimator

Lieberman, Offer - In: Econometric reviews 20 (2001) 3, pp. 369-383

Persistent link: https://www.econbiz.de/10001606196

A specification test for dynamic conditional distribution models with function-valued parameters

Troster, Victor; Wied, Dominik - In: Econometric reviews 40 (2021) 2, pp. 109-127

Persistent link: https://www.econbiz.de/10012483803

Particle learning for fat-tailed distributions

Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691

Persistent link: https://www.econbiz.de/10011592384