Pages that link to "Item:Q4174151"

The following pages link to Sample Selection Bias as a Specification Error (Q4174151):

Displaying 50 items.

• A double-copula stochastic frontier model with dependent error components and correction for sample selection (Q2374518) (← links)
• Identification in a generalization of bivariate probit models with dummy endogenous regressors (Q2397724) (← links)
• Multivariate effect priors in bivariate semiparametric recursive Gaussian models (Q2416770) (← links)
• Binary surrogates with stratified samples when weights are unknown (Q2418066) (← links)
• Human capital estimation in higher education (Q2418279) (← links)
• Climate change adaptation: A study of fuel choice and consumption in the US energy sector (Q2427713) (← links)
• Similar bidders in takeover contests (Q2437838) (← links)
• Simple estimators for nonparametric panel data models with sample attrition (Q2439055) (← links)
• Social preferences? Google answers! (Q2442850) (← links)
• Ascending prices and package bidding: further experimental analysis (Q2442851) (← links)
• Estimation of sample selection models with two selection mechanisms (Q2445818) (← links)
• Inconsistency of 2SLS estimators in threshold regression with endogeneity (Q2446280) (← links)
• Partial identification in binary response models with nonignorable nonresponses (Q2446477) (← links)
• A note on distortions induced by truncation with applications to linear regression systems (Q2483461) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• Nonparametric estimation of structural labor supply and exact welfare change under nonconvex piecewise-linear budget sets (Q2516322) (← links)
• Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment (Q2628865) (← links)
• Endogenous network production functions with selectivity (Q2635040) (← links)
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
• Model checking in Tobit regression via nonparametric smoothing (Q2637601) (← links)
• Recent developments in consumer credit risk assessment (Q2643976) (← links)
• Handling selection bias when choosing actions in retail credit applications (Q2643988) (← links)
• Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
• A constrained interval-valued linear regression model: a new heteroscedasticity estimation method (Q2661850) (← links)
• Domain Adaptation Using the Grassmann Manifold (Q2807063) (← links)
• A unified approach to multilevel sample selection models (Q2815928) (← links)
• Structural threshold regression (Q2826005) (← links)
• Semiparametric structural models of binary response: shape restrictions and partial identification (Q2847582) (← links)
• Fuzzy parametric sample selection model: Monte Carlo simulation approach (Q2862398) (← links)
• Is It Always Necessary to Take Sample Selection into Account? (Q2876142) (← links)
• CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS (Q2929842) (← links)
• Cross-evaluation of metrics to estimate the significance of creative works (Q2962272) (← links)
• Are Statistical Contributions to Medicine Undervalued? (Q3079068) (← links)
• Robust Misspecification Tests for the Heckman's Two-Step Estimator (Q3086363) (← links)
• Estimating logistic regression models when the dependent variable has no variance (Q3135590) (← links)
• SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA (Q3168419) (← links)
• Econometric Causality (Q3182007) (← links)
• Parametric Nonlinear Regression with Endogenous Switching (Q3182772) (← links)
• A Semiparametric Bayesian Approach to Dropout in Longitudinal Studies With Auxiliary Covariates (Q3391439) (← links)
• The common structure of several models for non-ignorable dropout (Q3427633) (← links)
• The Sample Selection Model from a Method of Moments Perspective (Q3432678) (← links)
• Latent Variable Modelling: A Survey* (Q3608238) (← links)
• Stationary Subspace Analysis (Q3614924) (← links)
• SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS (Q3632399) (← links)
• Estimating Low Pay Transition Probabilities Accounting for Endogenous Selection Mechanisms (Q3638848) (← links)
• Estimation of sample selection bias models (Q4355153) (← links)
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE (Q4406238) (← links)
• A Small-Sample Estimator for the Sample-Selection Model (Q4451552) (← links)
• Standard error correction in two‐stage estimation with nested samples (Q4458364) (← links)
• Estimation of tobit-type models with individual specific effects (Q4512507) (← links)