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We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components …
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This paper provides distribution free tests for detecting sample selection in conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. In the case of rejection we cannot distinguish between rejection due to genuine selection...
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thresholds and structural break models with estimated breakdates. Estimation and inference procedures that ignore the randomness …
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