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A martingale-difference-divergence-based test for specification

Su, Liangjun; Zheng, Xin - In: Economics letters 156 (2017), pp. 162-167

Persistent link: https://www.econbiz.de/10011822395

Estimating Selection Models Without Instrument with Stata

D'Haultfœuille, Xavier - 2019

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point...

Persistent link: https://www.econbiz.de/10012865763

Estimating Selection Models Without Instrument with Stata

D'Haultfœuille, Xavier - 2019

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point...

Persistent link: https://www.econbiz.de/10012866044

Estimating Selection Models without Instrument with Stata

D'Haultfœuille, Xavier - 2019

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point...

Persistent link: https://www.econbiz.de/10012479863

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

M-estimators of U-processes with a change-point due to a covariate threshold

Tan, Lili; Zhang, Yichong - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 248-259

Persistent link: https://www.econbiz.de/10012176619

Estimating selection models without instrument with Stata

D'Haultfœuille, Xavier; Maurel, Arnaud; Qiu, Xiaoyun; … - 2019

Persistent link: https://www.econbiz.de/10012027357

Estimating selection models without instrument with Stata

D'Haultfœuille, Xavier; Maurel, Arnaud; Qiu, Xiaoyun; … - 2019

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point...

Persistent link: https://www.econbiz.de/10012037854

Root-n consistency of intercept estimators in a binary response model under tail restrictions

Tan, Lili; Zhang, Yichong - In: Econometric theory 34 (2018) 6, pp. 1180-1206

Persistent link: https://www.econbiz.de/10012038045

Estimation of conditional average treatment effects with high-dimensional data

Fan, Qingliang; Hsu, Yu-Chin; Lieli, Robert P.; Zhang, … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 313-327

Persistent link: https://www.econbiz.de/10012804114

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