Pages that link to "Item:Q2859056"
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The following pages link to Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals (Q2859056):
Displaying 23 items.
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES (Q4554603) (← links)
- Control functions in nonseparable simultaneous equations models (Q4586291) (← links)
- Specification testing in random coefficient models (Q4625073) (← links)
- Eigenvalue-free iterative shrinkage-thresholding algorithm for solving the linear inverse problems (Q4993897) (← links)
- Income and democracy: a semiparametric approach (Q5040544) (← links)
- SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION (Q5118573) (← links)
- Functional Censored Quantile Regression (Q5130633) (← links)
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS (Q5371151) (← links)
- A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data (Q5865521) (← links)
- On independence conditions in nonseparable models: observable and unobservable instruments (Q5964704) (← links)
- Efficient estimation of a triangular system of equations for quantile regression (Q6047330) (← links)
- Nonparametric identification and estimation with discrete instruments and regressors (Q6108299) (← links)
- Proximal causal inference without uniqueness assumptions (Q6110091) (← links)
- Orthogonal statistical learning (Q6136574) (← links)
- Identification of multi-valued treatment effects with unobserved heterogeneity (Q6193017) (← links)
- Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding (Q6567887) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models (Q6623185) (← links)
- Dynamic Peer Groups of Arbitrage Characteristics (Q6626211) (← links)
- A Comparison of Two Quantile Models With Endogeneity (Q6626320) (← links)
- Identification and estimation of causal effects in the presence of confounded principal strata (Q6652601) (← links)
- GMM estimation for high-dimensional panel data models (Q6664631) (← links)
