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Nonparametric instrumental variable methods for dynamic treatment evaluation
Berg, Gerard J. van den; Bonev, Petyo; Mammen, Enno - 2016
We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard rates and conditional survival probabilities, without model structure. We derive constructive identification proofs for average treatment effects under noncompliance and dynamic...
Persistent link: https://www.econbiz.de/10011453442
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Endogeneity in quantile regression models : a control function approach
Lee, Sokbae - In: Journal of econometrics 141 (2007) 2, pp. 1131-1158
Persistent link: https://www.econbiz.de/10003571434
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Time-varying sparsity in dynamic regression models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 178 (2014) 2, pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
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Markov-switiching model selection using Kullback-Leibler divergence
Smith, Aaron D.; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-577
Persistent link: https://www.econbiz.de/10003374342
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A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe - In: Journal of econometrics 133 (2006) 1, pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
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Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian - In: Journal of econometrics 235 (2023) 2, pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
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Quantile regression for duration models with time-varying regressors
Chen, Songnian - In: Journal of econometrics 209 (2019) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012302489
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A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li - In: Journal of econometrics 206 (2018) 1, pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
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Markov-switching models with endogenous explanatory variables
Kim, Chang-jin - In: Journal of econometrics 122 (2004) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10002136509
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Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin - In: Journal of econometrics 148 (2009) 1, pp. 46-55
Persistent link: https://www.econbiz.de/10003813118