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Semiparametric instrumental variable estimation of treatment response models
Abadie, Alberto - In: Journal of econometrics 113 (2003) 2, pp. 231-263
Persistent link: https://www.econbiz.de/10001738895
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Semiparametric estimation of instrumental variable models for causal effects
Abadie, Alberto - 2000
Persistent link: https://www.econbiz.de/10001512768
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A comparison of two methods for testing the utility maximation hypothesis when quantity data are measured with error
Jones, Barry E.; De Peretti, Philippe - In: Macroeconomic dynamics 9 (2005) 5, pp. 612-629
Persistent link: https://www.econbiz.de/10003239579
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Semiparametric estimation with mismeasured dependent variables : an application to duration models for unemployment spells
Abrevaya, Jason; Hausman, Jerry A. - In: Annales d'économie et de statistique (1999), pp. 243-275
Persistent link: https://www.econbiz.de/10001566498
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015
Persistent link: https://www.econbiz.de/10011516996
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Essays in labor economics : empirical methods and evaluations of social and employment programs
Pei, Zhuan - 2012
Persistent link: https://www.econbiz.de/10011825627
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Development and validation of credit-scoring models
Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - 2007
individual or groups of borrowers. -- Logistic regression ; CHAID ; specification testing ; risk management ; nonparametrics …
Persistent link: https://www.econbiz.de/10003728240
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Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - 2011
This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we … unobservable. To analyze the economic restriction, we employ quantile regression methods because they allow us to utilize the … Regression …
Persistent link: https://www.econbiz.de/10009008722
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Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory; Hagmann, Matthias; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 713-754
Persistent link: https://www.econbiz.de/10009534943