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Estimation of semiparametric regression in triangular systems
Geng, Xin - 2014
Persistent link: https://www.econbiz.de/10010470130
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Inference on causal effects in a generalized Regression Kink Design
Card, David E.; Lee, David S.; Pei, Zhuan; Weber, Andrea - 2015
We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of interest is a known, deterministic, but kinked function of an observed assignment variable. This design arises in many institutional settings where a policy variable (such as weekly...
Persistent link: https://www.econbiz.de/10010472511
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Additive nonparametric regression in the presence of endogenous regressors
Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 555-575
Persistent link: https://www.econbiz.de/10010488431
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Inference on causal effects in a generalized Regression Kink Design
Pei, Zhuan; Card, David E.; Lee, David S.; Weber, Andrea - 2014
Persistent link: https://www.econbiz.de/10010505297
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling
Yao, Feng; Zhang, Junsen - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 253-281
Persistent link: https://www.econbiz.de/10011286460
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Semiparametric regression with kernel error model
Yuan, Ao; Gooijer, Jan G. de - 2006
Persistent link: https://www.econbiz.de/10003354580
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Nonparametric estimation of oligopsony power in first-price auction
Chung, Chanjin; Tostão, Emílio - In: Journal of agricultural economics 60 (2009) 2, pp. 318-333
Persistent link: https://www.econbiz.de/10003845661
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A level set analysis and a nonparametric regression on S&P 500 daily return
Yang, Yipeng; Tsoi, Allanus - In: International Journal of Financial Studies : open … 4 (2016) 1, pp. 1-24
through prospect theory is provided, and, as a novelty, we linked the volatility skew phenomenon to the prospect theory in …
Persistent link: https://www.econbiz.de/10011474458
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High-order conditional quantile estimation based on nonparametric models of regression
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958
Persistent link: https://www.econbiz.de/10011483401