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Bias-corrected confidence intervals in a class of linear inverse problems
Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid - In: Annals of economics and statistics 128 (2017), pp. 203-228
Persistent link: https://www.econbiz.de/10011776892
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Semiparametric varying coefficient models with endogenous covariates
Centorrino, Samuele; Racine, Jeffrey - In: Annals of economics and statistics 128 (2017), pp. 261-295
Persistent link: https://www.econbiz.de/10011776896
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Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models
Fève, Frédérique; Florens, Jean-Pierre; Van … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 334-345
Persistent link: https://www.econbiz.de/10011895059
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On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier - In: The econometrics journal 19 (2016) 2, pp. 232-236
Persistent link: https://www.econbiz.de/10011712183
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Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
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Nonparametric instrumental regression with two-way fixed effects
De Monte, Enrico - In: Journal of econometric methods 13 (2024) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10014580279
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Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007
argument itself is a function. For example, consider a nonlinear regression where the functional form is the object of interest …
Persistent link: https://www.econbiz.de/10014024938
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Quantile regression with nonadditive fixed effects
Powell, David - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2675-2691
Persistent link: https://www.econbiz.de/10013440510
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Doubly robust estimation of local average treatment effects using inverse probability weighted regression adjustment
Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2022
-likelihood methods weighted by the inverse of the IV propensity score - so-called inverse probability weighted regression adjustment …
Persistent link: https://www.econbiz.de/10013457343
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Doubly robust estimation of local average treatment effects using inverse probability weighted regression adjustment
Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2022
-likelihood methods weighted by the inverse of the IV propensity score - so-called inverse probability weighted regression adjustment …
Persistent link: https://www.econbiz.de/10013459560