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Nonparametric tests for treatment effect heterogeneity
Crump, Richard K.; Hotz, Vincent Joseph; Imbens, Guido; … - In: The review of economics and statistics 90 (2008) 3, pp. 389-405
Persistent link: https://www.econbiz.de/10003754029
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Nonparametric discrete choice models with unobserved heterogeneity
Briesch, Richard A.; Chintagunta, Pradeep K.; Matzkin, … - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 291-307
Persistent link: https://www.econbiz.de/10008736219
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Semiparametric bounds on treatment effects
Chiburis, Richard C. - In: Journal of econometrics 159 (2010) 2, pp. 267-275
Persistent link: https://www.econbiz.de/10008840481
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The kernel-location approach : a new non-parametric approach to the analysis of downward nominal wage rigidity in micro data
Knoppik, Christoph - In: Economics letters 97 (2007) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10003575587
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College education and wages in the UK: estimating conditional average structural functions in nonadditive models with binary endogenous variables
Klein, Tobias J. - In: Empirical economics : a journal of the Institute for … 44 (2013) 1, pp. 135-161
Persistent link: https://www.econbiz.de/10009703628
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Semiparametric Bayesian time-space analysis of unemployment duration
Fahrmeir, Ludwig; Lang, Stefan; Wolff, Joachim; Bender, … - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 3, pp. 281-307
Persistent link: https://www.econbiz.de/10001968174
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Bayesian semiparametric estimation of discrete duration models : an application of the Dirichlet process prior
Campolieti, Michele - In: Journal of applied econometrics 16 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001557362
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Nonparametric tests for treatment effect heterogeneity with duration outcomes
Sant'Anna, Pedro H. C. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 816-832
Persistent link: https://www.econbiz.de/10012587986
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Instrumental variables in models with multiple outcomes : the general unordered case
Heckman, James J.; Urzua, Sergio; Vytlacil, Edward - In: Annales d'économie et de statistique 91/92 (2008), pp. 151-174
Persistent link: https://www.econbiz.de/10009013179
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A competing risks model with time‐varying heterogeneity and simultaneous failure
Liu, Ruixuan - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 535-577
This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the...
Persistent link: https://www.econbiz.de/10012213979