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sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …
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We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...
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characteristics of the sampling distributions and when this ridge estimator performs better than two-stage least squares. An empirical …
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In this paper I analyze GMM estimation when the sample is not a random draw from the population of interest. I exploit auxiliary information, in the form of moments from the population of interest, in order to compute weights that are proportional to the inverse probability of selection. The...
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