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Estimating Derivatives in Nonseparable Models With Limited Dependent Variables

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Publication:2859512
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DOI10.3982/ECTA8004zbMath1274.62647MaRDI QIDQ2859512

Hidehiko Ichimura, Joseph Altonji, Taisuke Otsu

Publication date: 8 November 2013

Published in: Econometrica (Search for Journal in Brave)


zbMATH Keywords

nonparametric estimatorsextreme quantilesaverage derivativesnonseparable modelssemiparametric estimatorscensored dependent variables


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Censored data models (62N01) Monte Carlo methods (65C05)


Related Items (5)

A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization ⋮ Generalized Jackknife Estimators of Weighted Average Derivatives ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Estimation of nonseparable models with censored dependent variables and endogenous regressors ⋮ Testing Additive Separability of Error Term in Nonparametric Structural Models







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