Similar Search Results

Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics

Hu, Yingyao - 2015

This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...

Persistent link: https://www.econbiz.de/10010469057

Do credit rating agencies reward fiscal prudence?

Jalles, João Tovar - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 2-22

Persistent link: https://www.econbiz.de/10013183814

Identification of nonseparable models using instruments with small support

Torgovitsky, Alexander - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1185-1197

Persistent link: https://www.econbiz.de/10011378601

Economic volatility and sovereign yields' determinants : a time-varying approach

Afonso, António; Jalles, João Tovar - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 427-451

Persistent link: https://www.econbiz.de/10012219023

Identification of nonseparable triangular models with discrete instruments

D'Haultfœuille, Xavier; Février, Philippe - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1199-1210

Persistent link: https://www.econbiz.de/10011378612

Laage, Louise - 2020 - This version: March 14, 2020

Persistent link: https://www.econbiz.de/10012549898

Injectivity of a class of integral operators with compactly supported kernels

Hu, Yingyao; Schennach, Susanne M.; Shiu, Ji-Liang - In: Journal of econometrics 200 (2017) 1, pp. 48-58

Persistent link: https://www.econbiz.de/10011897691

Nonparametric identification of differentiated products demand using micro data

Berry, Steven; Haile, Philip A. - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 4, pp. 1135-1162

Persistent link: https://www.econbiz.de/10015048025

Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences

Biørn, Erik - 1998

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is considered. If the latent regressor is autocorrelated or non-stationary, several consistent instrumental variables (IV) and generalized method of moments (GMM) estimators usually...

Persistent link: https://www.econbiz.de/10011518479

Alternative errors-in-variables models and their applications in finance research

Chen, Hong-Yi; Lee, Alice C.; Lee, Cheng F. - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 213-227

Persistent link: https://www.econbiz.de/10011574260

1
2
3
4
5
6
7
8
9
10
Next
Last