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Heckman, James J.; Humphries, John Eric; Veramendi, Gregory - In: Journal of econometrics 191 (2016) 2, pp. 276-292

Persistent link: https://www.econbiz.de/10011610524

Using matching, instrumental variables and control functions to estimate economic choice models

Heckman, James J.; Navarro, Salvador - 2003 - Final draft January, 2003

of selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion … restrictions in matching and selection models. (3) It characterizes the sensivity of matching to the choice of conditioning …. (4) It demonstrates the problem of choosing the conditioning variables in matching and the failure of conventional model …

Persistent link: https://www.econbiz.de/10011572173

Nonparametric matching and efficient estimators of homothetically separable functions

Lewbel, Arthur; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 1209-1227

Persistent link: https://www.econbiz.de/10003507404

Using matching, instrumental variables and control functions to estimate economic choice models

Heckman, James J.; Navarro-Lozano, Salvador - 2003

Persistent link: https://www.econbiz.de/10001738733

Using matching, instrumental variables, and control functions to estimate economic choice models

Heckman, James J.; Navarro-Lozano, Salvador - In: The review of economics and statistics 86 (2004) 1, pp. 30-57

Persistent link: https://www.econbiz.de/10002017287

Using matching, instrumental variables and control functions to estimate economic choice models

Heckman, James J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752094

Nonparametric Euler equation identification and estimation

Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2015

We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up to scale, in consumption based asset pricing Euler equations. Ours is the first paper to prove nonparametric identification of Euler equations under low level conditions...

Persistent link: https://www.econbiz.de/10011341255

Nonparametric Euler equation identi cation and estimation

Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2015

Persistent link: https://www.econbiz.de/10011455563

Classification of nonparametric regression functions in heterogeneous panels

Vogt, Michael; Linton, Oliver - 2015

We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can be grouped into a number of classes whose members...

Persistent link: https://www.econbiz.de/10010480933

Estimation of a nonparametric model for bond prices from cross-section and time series information

Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - 2020

Persistent link: https://www.econbiz.de/10012606874

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