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 50 items.
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models (Q337781) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
- Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
- Estimation in functional linear quantile regression (Q741818) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates (Q1952109) (← links)
- A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- Nonparametric regression with selectively missing covariates (Q2024472) (← links)
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
- Adaptive estimation for some nonparametric instrumental variable models with full independence (Q2074321) (← links)
- Estimating multinomial choice models with unobserved choice sets (Q2074596) (← links)
- Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
- Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment (Q2154220) (← links)
- GMM quantile regression (Q2172015) (← links)
- Counterfactual prediction in complete information games: point prediction under partial identification (Q2173188) (← links)
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity (Q2190212) (← links)
- Optimal linear instrumental variables approximations (Q2225014) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Nonparametric identification and estimation of transformation models (Q2354851) (← links)
- Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
- Examples of \(L^2\)-complete and boundedly-complete distributions (Q2398615) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Regression discontinuity design with continuous measurement error in the running variable (Q2399540) (← links)
- Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
- Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter (Q2451771) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression (Q2512613) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862) (← links)
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← links)
- Robust and optimal estimation for partially linear instrumental variables models with partial identification (Q2658750) (← links)
- Varying random coefficient models (Q2658751) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- Orthogonal polynomials for seminonparametric instrumental variables model (Q2786482) (← links)
- Regularizing priors for linear inverse problems (Q2786681) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL (Q3191833) (← links)
