Narrow search
Showing 1 - 10 of 45
Cover Image
Nonseparable sample selection models with censored selection rules
Fernández-Val, Iván; Vuuren, Aico van; Vella, Francis - In: Journal of econometrics 240 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10015075103
Cover Image
Control variables, discrete instruments, and identification of structural functions
Newey, Whitney K.; Stouli, Sami - In: Journal of econometrics 222 (2021) 1,1, pp. 73-88
Persistent link: https://www.econbiz.de/10012619343
Cover Image
Testing and relaxing the exclusion restriction in the control function approach
D'Haultfœuille, Xavier; Hoderlein, Stefan; Sasaki, Yuya - In: Journal of econometrics 240 (2024) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10015075118
Cover Image
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel; Lei, Jinghua - In: Journal of econometrics 203 (2018) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10011974624
Cover Image
Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - In: Journal of econometrics 191 (2016) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10011594650
Cover Image
Minimum distance from independence estimation of nonseparable instrumental variables models
Torgovitsky, Alexander - In: Journal of econometrics 199 (2017) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011818954
Cover Image
Non-separable models with high-dimensional data
Su, Liangjun; Ura, Takuya; Zhang, Yichong - In: Journal of econometrics 212 (2019) 2, pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
Cover Image
Semiparametric estimation of panel data models without monotonicity or separability
Chen, Songnian; Wang, Xi - In: Journal of econometrics 206 (2018) 2, pp. 515-530
Persistent link: https://www.econbiz.de/10012110409
Cover Image
Identification and estimation of time-varying nonseparable panel data models without stayers
Ishihara, Takuya - In: Journal of econometrics 215 (2020) 1, pp. 184-208
Persistent link: https://www.econbiz.de/10012439439
Cover Image
Robust inference on average treatment effects with possibly more covariates than observations
Farrell, Max H. - In: Journal of econometrics 189 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011502356