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Bootstrap simultaneous error bars for nonparametric regression

Härdle, Wolfgang; Marron, James Stephen - 1989

Persistent link: https://www.econbiz.de/10000774583

Bootstrap simultaneous error bars for nonparametric regression

Härdle, Wolfgang; Marron, James Stephen - 1989

Persistent link: https://www.econbiz.de/10000780899

Bootstrap confidence intervals for sharp regression discontinuity designs with the uniform kernel

Bartalotti, Otávio C.; Calhoun, Gray; He, Yang - 2016

Persistent link: https://www.econbiz.de/10011542749

Identification and shape restrictions in nonparametric instrumental variables estimation

Freyberger, Joachim; Horowitz, Joel - In: Journal of econometrics 189 (2015) 1, pp. 41-53

Persistent link: https://www.econbiz.de/10011502359

Regression discontinuity designs with unknown discontinuity points : testing and estimation

Porter, Jack; Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 132-147

Persistent link: https://www.econbiz.de/10011502510

Conditional quantile processes based on series or many regressors

Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis - 2016 - This version of August 28, 2016

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR-series framework, covering many regressors as a special...

Persistent link: https://www.econbiz.de/10011525883