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Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Horowitz, Joel L.; Lee, Sokbae - 2010
method to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values …
Persistent link: https://www.econbiz.de/10010292807
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Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Horowitz, Joel L.; Lee, Sokbae - 2009
to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values. Monte …
Persistent link: https://www.econbiz.de/10010288414
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2012
(g) can be carried out by using by using the bootstrap. An empirical application illustrates the usefulness of shape …
Persistent link: https://www.econbiz.de/10009554348
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2013
using the bootstrap. An empirical application illustrates the usefulness of shape restrictions for carrying out …
Persistent link: https://www.econbiz.de/10009761386
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A Specification Test For Nonparametric Instrumental Variable Regression
Gagliardini, Patrick; Scaillet, Olivier - 2007
distribution is normal under the null hypothesis, and a consistent bootstrap is available to get simulation based critical values …
Persistent link: https://www.econbiz.de/10005162958
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Bootstrap bias-adjusted GMM estimators
Ramalho, Joaquim J.S. - Departamento de Economia, Universidade de Évora - 2005
The ability of six alternative bootstrap methods to reduce the bias of GMM parameter estimates is examined in an … instrumental variable framework using Monte Carlo analysis. Promising results were found for the two bootstrap estimators suggested …
Persistent link: https://www.econbiz.de/10005398697
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Nonparametric identification and estimation of finite mixture models of dynamic discrete choices
Kasahara, Hiroyuki; Shimotsu, Katsumi - 2006
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...
Persistent link: https://www.econbiz.de/10010291974
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Monetary equilibrium with decentralized trade and learning
Araujo, Luis; Camargo, Braz - 2005
This paper analyzes the stability of monetary regimes in an economy where fiat money is endogenously created by the government, information about its value is imperfect, and learning is decentralized. We show that monetary stability depends crucially on the speed of information transmission in...
Persistent link: https://www.econbiz.de/10010292014
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Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices
Kasahara, Hiroyuki; Shimotsu, Katsumi - 2006
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...
Persistent link: https://www.econbiz.de/10011940706
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Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices
Kasahara, Hiroyuki; Shimotsu, Katsumi - University of Western Ontario, Department of Economics - 2006
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...
Persistent link: https://www.econbiz.de/10005730775