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Non-parametric test of time co...
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81
Non-asymptotic tests of model performance
Chassang, Sylvain
- In:
Economic theory : official journal of the Society for …
41
(
2009
)
3
,
pp. 495-514
Persistent link: https://www.econbiz.de/10003889011
Saved in:
82
Bias
corrections in testing and estimating semiparametric, single index models
Klein, Roger W.
;
Shen, Chan
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1683-1718
Persistent link: https://www.econbiz.de/10008738344
Saved in:
83
Estimating derivatives in nonseparable models with limited dependent variables
Altonji, Joseph G.
;
Ichimura, Hidehiko
;
Otsu, Taisuke
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1701-1719
Persistent link: https://www.econbiz.de/10009629516
Saved in:
84
Semiparametric structure guided by prior knowledge with applications in economics
Scholz, Michael
-
2011
example, the curse of dimensionality can be circumvented, the estimation accuracy on boundaries can be improved, or the
bias
…
Persistent link: https://www.econbiz.de/10010238701
Saved in:
85
Treatment evaluation in the presence of sample selection
Huber, Martin
-
2009
Persistent link: https://www.econbiz.de/10003863050
Saved in:
86
Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2011
Persistent link: https://www.econbiz.de/10008986686
Saved in:
87
Exclusion
bias
in sample-selection model estimators
Lee, Myoung-jae
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
2
,
pp. 229-236
Persistent link: https://www.econbiz.de/10001763593
Saved in:
88
Nonparametric density estimation from biased data with unknown biasing function
Lloyd, Christopher J.
;
Jones, M. C.
-
1999
Persistent link: https://www.econbiz.de/10001436017
Saved in:
89
A
bias
-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
Persistent link: https://www.econbiz.de/10001492115
Saved in:
90
First and second order asymptotic
bias
correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
Iglesias, Emma M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009515144
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