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Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2016

and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution …

Persistent link: https://www.econbiz.de/10011524697

Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2017

and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution …

Persistent link: https://www.econbiz.de/10011647471

Nonparametric instrumental variable estimation

Wilhelm, Daniel; Chetverikov, Denis; Kim, Dongwoo - 2017

This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands are able to impose monotonicity of the estimated function....

Persistent link: https://www.econbiz.de/10011758353

Another look at the regression discontinuity design

Battistin, Erich (contributor); Rettore, Enrico (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748201

Quantile regression methods for recursive structural equation models

Ma, Lingjie (contributor); Koenker, Roger (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001921073

Automatic positive semi-definite HAC covariance matrix and GMM estimation

Smith, Richard J. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002528193

Endogeneity quantile regression models : a control function approach

Lee, Sokbae (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002144571

Powerful t-Tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2023

This paper proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in linear regression …. We propose a new maximal t-statistic that is formed from the regression of the outcome onto a maximally weighted linear …

Persistent link: https://www.econbiz.de/10014416040

Inference for rank-rank regressions

Četverikov, Denis N.; Wilhelm, Daniel - 2023

OLS estimator in a rank-rank regression. We show that the probability limits of these estimators may be too large or too …

Persistent link: https://www.econbiz.de/10014416045

Quantile and average effects in nonseparable panel models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2009

, when the distribution of period specific disturbances does not vary over time. Bounds are given for interesting effects …

Persistent link: https://www.econbiz.de/10003899091