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Identification and estimation of triangular simultaneous equations models without additivity
Imbens, Guido; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1481-1512
Persistent link: https://www.econbiz.de/10003914924
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Inference on treatment effects after selection amongst high-dimensional controls
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2012
We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances where the number of controls may be much larger than the...
Persistent link: https://www.econbiz.de/10009548244
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Specification test for missing functional data
Bianchi, Francesco - 2011
Persistent link: https://www.econbiz.de/10009559389
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Semiparametric estimation of random coefficients in structural economic models
Hoderlein, Stefan; Nesheim, Lars; Simoni, Anna - 2012
characterize the identified set of such densities. We obtain novel conditions for point identification, and establish that point … identification is generically weak. Given this insight, we provide a consistent nonparametric estimator that accounts for this fact …
Persistent link: https://www.econbiz.de/10009521640
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Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A. - 2015
Persistent link: https://www.econbiz.de/10011286018
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Specification testing for transformation models with an application to generalized accelerated failure-time models
Lewbel, Arthur; Lu, Xun; Su, Liangjun - In: Journal of econometrics 184 (2015) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10011326814
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Dimension reduction and model averaging for estimation of artists' age-valuation profiles
Galbraith, John W.; Hodgson, Douglas J. - In: European economic review : EER 56 (2012) 3, pp. 422-435
Persistent link: https://www.econbiz.de/10009657511
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Bayesian mixture of parametric and nonparametric density estimation : a misspecification problem
Lopes, Hedibert Freitas; Dias, Ronaldo - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 1, pp. 19-44
Persistent link: https://www.econbiz.de/10009705453
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Specification test for missing functional data
Bugni, Federico A. - In: Econometric theory 28 (2012) 5, pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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Robustness checks and robustness tests in applied economics
Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10010255444