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An MCMC approach to classical estimation
Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002114357
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Conditional extremes and near-extremes
Chernozhukov, Victor (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603061
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Likelihood estimation & inference in a class of nonregular econometric models
Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112926
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Quantile regression under misspecification with an application to the US wage structure
Angrist, Joshua D. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002125243
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Conditional value-at-risk : aspects of modeling and estimation
Chernozhukov, Victor (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602000
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Simple 3-step censored quantile regression and extramarital affairs
Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603055
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An IV model of quantile treatment effects
Chernozhukov, Victor (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001647454
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Likelihood inference in a class of nonregular econometric models
Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001647459
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Inference for distributional effects using instrumental quantile regression
Chernozhukov, Victor (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001672851
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Identification and estimation of marginal effects in nonlinear panel models
Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - 2008
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten...
Persistent link: https://www.econbiz.de/10003754838