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Semiparametric distribution regression with instruments and monotonicity

Wied, Dominik - In: Labour economics : an international journal 90 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015186191

Improved GMM estimation of the spatial autoregressive error model

Arnold, Matthias; Wied, Dominik - In: Economics letters 108 (2010) 1, pp. 65-68

Persistent link: https://www.econbiz.de/10008662247

Improved GMM estimation of random effects panel data models with spatially correlated error components

Arnold, Matthias; Wied, Dominik - In: Papers in regional science : the journal of the … 93 (2014) 1, pp. 77-99

Persistent link: https://www.econbiz.de/10010478064

Estimating derivatives of function-valued parameters in a class of moment condition models

Rothe, Christoph; Wied, Dominik - In: Journal of econometrics 217 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012482735

A specification test for dynamic conditional distribution models with function-valued parameters

Troster, Victor; Wied, Dominik - In: Econometric reviews 40 (2021) 2, pp. 109-127

Persistent link: https://www.econbiz.de/10012483803

Asymptotic properties of endogeneity corrections using nonlinear transformations

Breitung, Jörg; Mayer, Alexander; Wied, Dominik - 2024

Persistent link: https://www.econbiz.de/10015357785

Semiparametric Distribution Regression with Instruments and Monotonicity

Wied, Dominik - 2022

This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the estimators and two methods (monotone rearrangement and...

Persistent link: https://www.econbiz.de/10014237948