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Time-varying instrumental variable estimation

Giraitis, Liudas; Kapetanios, George; Marcellino, … - 2020

We develop non-parametric instrumental variable estimation and inferential theory for econometric models with possibly …

Persistent link: https://www.econbiz.de/10012262677

Time-varying instrumental variable estimation

Marcellino, Massimiliano; Kapetanios, George; Giraitis, … - 2020

Persistent link: https://www.econbiz.de/10012299263

Kernel-based time-varying IV estimation : handle with care

Lucchetti, Riccardo; Valentini, Francesco - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 3001-3026

Persistent link: https://www.econbiz.de/10014389013

Estimation of nonparametric models with simultaneity

Matzkin, Rosa L. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 1, pp. 1-66

Persistent link: https://www.econbiz.de/10011337547

Identification and estimation in a correlated random coefficients binary response model

Hoderlein, Stefan; Sherman, Robert - 2012

We study identification and estimation in a binary response model with random coefficients B allowed to be correlated … leads to an analogous localize-then-average approach to estimation. We estimate conditional means with localized smooth …

Persistent link: https://www.econbiz.de/10009728916

Semiparametric varying coefficient models with endogenous covariates

Centorrino, Samuele; Racine, Jeffrey - 2016

Persistent link: https://www.econbiz.de/10011447092

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

Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve

Chen, Zhihong; Xia, Huizhu - In: Economic modelling 93 (2020), pp. 595-604

Persistent link: https://www.econbiz.de/10012430307

Identification and estimation of endogenous selection models in the presence of misclassification errors

Shiu, Ji-Liang - In: Economic modelling 52 (2016), pp. 507-518

Persistent link: https://www.econbiz.de/10011642886

Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data

Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 160-172

Persistent link: https://www.econbiz.de/10011894483

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