Pages that link to "Item:Q2630158"
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The following pages link to Estimating a class of triangular simultaneous equations models without exclusion restrictions (Q2630158):
Displaying 18 items.
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Relationships among estimators of triangular econometric models (Q900013) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case (Q1787418) (← links)
- Bayesian endogeneity bias modeling (Q2016001) (← links)
- Estimating endogenous ordered response panel data models with an application to income gradient in child health (Q2061761) (← links)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- Experimental designs in triangular simultaneous equations models (Q2340383) (← links)
- Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
- Semiparametric Causal Mediation Analysis with Unmeasured Mediator-Outcome Confounding (Q6069490) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- Identification of a Triangular Two Equation System Without Instruments (Q6190752) (← links)
- Testing and relaxing the exclusion restriction in the control function approach (Q6199644) (← links)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)
- Sample selection models without exclusion restrictions: parameter heterogeneity and partial identification (Q6600023) (← links)
- Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (Q6623182) (← links)
- Correcting for Endogeneity in Models with Bunching (Q6626252) (← links)
- Mediation analysis with multiple mediators under unmeasured mediator-outcome confounding (Q6629927) (← links)
