Search Results - subject:"Semiparametric regression"

Nonparametric regression with selectively missing covariates

Breunig, Christoph; Haan, Peter - 2019

We consider the problem of regressions with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct e ffect on selection. The regression function of interest is shown to be a...

Persistent link: https://www.econbiz.de/10012138698

Semiparametric Estimation of Dynamic Discrete Choice Models

Buchholz, Nicholas - 2019

the literature on semiparametric regression and average derivative estimation. Monte Carlo simulations demonstrate that …

Persistent link: https://www.econbiz.de/10012871654

Identification and estimation in a third-price auction model

Enache, Andreea; Florens, Jean-Pierre - 2019

Persistent link: https://www.econbiz.de/10013503831

Estimation of semiparametric regression in triangular systems

Geng, Xin - 2014

Persistent link: https://www.econbiz.de/10010470130

Nonparametric estimation and testing for positive quadrant dependent bivariate copula

Lu, Lu; Ghosh, Sujit K. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 664-677

Persistent link: https://www.econbiz.de/10013534040

Nonparametric estimation of additive models with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 41 (2022) 10, pp. 1164-1204

Persistent link: https://www.econbiz.de/10013490701

Nonparametric estimation of systemic risk via conditional value-at-risk

Belhad, Ahmed; Lauria, Davide; Trindade, A. Alexandre - In: Journal of risk 25 (2022) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10013549675

Non-parametric estimation and evaluation of capability sets

Verbunt, Pim; Rogge, Nicky; Van Puyenbroeck, Tom - In: Oxford economic papers 74 (2022) 1, pp. 265-296

Persistent link: https://www.econbiz.de/10012799225

Semiparametric tail index regression

Li, Rui; Leng, Chenlei; You, Jinhong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 82-95

Persistent link: https://www.econbiz.de/10012804089

A nonparametric nonclassical measurement error approach to estimating intergenerational mobility elasticities

An, Yonghong; Wang, Le; Xiao, Ruli - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 169-185

Persistent link: https://www.econbiz.de/10012804096

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