Pages that link to "Item:Q4916937"
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The following pages link to Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (Q4916937):
Displaying 26 items.
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Deconvolution with unknown noise distribution is possible for multivariate signals (Q2119230) (← links)
- A small sigma approach to certain problems in errors-in-variables models (Q2236298) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models (Q2399533) (← links)
- Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
- Understanding the effect of measurement error on quantile regressions (Q2399536) (← links)
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables (Q2399537) (← links)
- Kotlarski with a factor loading (Q2673201) (← links)
- Estimating parameters of polynomial models with errors in variables and no additional information (Q2959197) (← links)
- Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’ (Q3569207) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR (Q5012631) (← links)
- Moment conditions for the quadratic regression model with measurement error (Q5867569) (← links)
- A structural analysis of simple contracts (Q6054390) (← links)
- Robust methods to correct for measurement error when evaluating a surrogate marker (Q6055522) (← links)
- Reducing bias due to misclassified exposures using instrumental variables (Q6059459) (← links)
- Identification of a Triangular Two Equation System Without Instruments (Q6190752) (← links)
- Nonparametric Gini-Frisch bounds (Q6193015) (← links)
- Nonparametric simulation extrapolation for measurement-error models (Q6554761) (← links)
- Prediction in measurement error models (Q6595782) (← links)
