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Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2018

bias arising from the presence of noise. Conditions are obtained under which this bias is asymptotically non … the density and quantile function. Our approach can be connected to corrections for selection bias and shrinkage …

Persistent link: https://www.econbiz.de/10011797613

Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2019

Persistent link: https://www.econbiz.de/10012703101

Inference of local regression in the presence of nuisance parameters

Xu, Ke-Li - In: Journal of econometrics 218 (2020) 2, pp. 532-560

Persistent link: https://www.econbiz.de/10012483170

Efficient inference on fractionally integrated panel data models with fixed effects

Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 185 (2015) 2, pp. 435-452

Persistent link: https://www.econbiz.de/10011348967

Nonparametric estimation and inference for panel data models

Parmeter, Christopher F.; Racine, Jeffrey - 2018

Persistent link: https://www.econbiz.de/10011817828

Doubly robust difference-in-differences estimators

Sant'Anna, Pedro H. C.; Zhao, Jun - In: Journal of econometrics 219 (2020) 1, pp. 101-122

Persistent link: https://www.econbiz.de/10012483192

Nonparametric Estimation and Inference for Panel Data Models

Parmeter, Christopher F. - 2018

This chapter surveys nonparametric methods for estimation and inference in a panel data setting. Methods surveyed … nonparametric panel-based techniques is less prevalent that, say, nonparametric density and regression techniques. It is our hope …

Persistent link: https://www.econbiz.de/10012930869

Empirical likelihood confidence interval for difference-in-differences estimator with panel data

Tang, Shengfang; Huang, Zhilin - In: Economics letters 216 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013448300

Uniform nonparametric inference for spatially dependent panel data

Li, Jia; Liao, Zhipeng; Zhou, Wenyu - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 654-664

Persistent link: https://www.econbiz.de/10015053440

Robust inference in deconvolution

Kato, Kengo; Sasaki, Yuya; Ura, Takuya - In: Quantitative economics : QE ; journal of the … 12 (2021) 1, pp. 109-142

Kotlarski's identity has been widely used in applied economic research based on repeated-measurement or panel models …

Persistent link: https://www.econbiz.de/10012432813