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A comparison of two quantile models with endogeneity

Wüthrich, Kaspar - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 443-456

Persistent link: https://www.econbiz.de/10012262486

Estimation of complier expected shortfall treatment effects with a binary instrumental variable

Wei, Bo; Tan, Kean Ming; He, Xuming - In: Journal of econometrics 238 (2024) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10015073859

Determinants of household consumption expenditure : comparing semiparametric versus parametric regression fits

C̨ağlayan, Ebru; Dayıoğlu, Tuğba - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 767-774

Persistent link: https://www.econbiz.de/10010363132

Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects

Malikov, Emir; Kumbhakar, Subal; Sun, Yiguo - In: Journal of econometrics 190 (2016) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10011592260

Handling endogenous regressors by joint estimation using copulas

Park, Sungho; Gupta, Sachin - In: Marketing science : the marketing journal of the … 31 (2012) 4, pp. 567-586

Persistent link: https://www.econbiz.de/10009614332

Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form

Dufour, Jean-Marie; Nguyen, Vinh - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 337-). 2022

Persistent link: https://www.econbiz.de/10013194682

Advice on using heteroscedasticity based identification

Baum, Christopher F.; Lewbel, Arthur - 2019

Persistent link: https://www.econbiz.de/10012028715

A score-driven filter for causal regression models with time-varying parameters and endogenous regressors

Blasques, Francisco; Stegehuis, Noah - 2024

in the presence of regressor endogeneity which may arise as a result of simultaneity, omitted variables, or measurement …

Persistent link: https://www.econbiz.de/10014496538

Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter

Horowitz, Joel - In: Journal of econometrics 180 (2014) 2, pp. 158-173

Persistent link: https://www.econbiz.de/10010433394

Ill-posed inverse problems in economics

Horowitz, Joel - 2013

modify or "regularize" the identifying mapping is explained, and methods for regularization and estimation are discussed … the population distribution. If the inverse mapping is discontinuous, then estimation of the parameter usually presents an … interest is a function. This paper explains how ill-posedness arises and why it causes problems for estimation. The need to …

Persistent link: https://www.econbiz.de/10009778441