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Nonparametric regression analysis for group testing data

Delaigle, Aurore; Meister, Alexander - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 640-650

Persistent link: https://www.econbiz.de/10009267793

Nonparametric regression estimation in the heteroscedastic errors-in-variables problem

Delaigle, Aurore; Meister, Alexander - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1416-1426

Persistent link: https://www.econbiz.de/10003626027

The triangular model with random coefficients

Hoderlein, Stefan; Holzmann, Hajo; Meister, Alexander - In: Journal of econometrics 201 (2017) 1, pp. 144-169

Persistent link: https://www.econbiz.de/10011917439

Root-T consistent density estimation in GARCH models

Delaigle, Aurore; Meister, Alexander; Rombouts, Jeroen V. K. - In: Journal of econometrics 192 (2016) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10011610662

A Panel Data Estimator for the Distribution and Quantiles of Marginal Effects in Nonlinear Structural Models with an Application to the Demand for Junk Food

Cooprider, Joseph - 2020

In this paper, we propose a framework to estimate the distribution of marginal effects in a general class of structural models that allow for arbitrary smooth nonlinearities, high dimensional heterogeneity, and unrestricted correlation between the persistent components of this heterogeneity and...

Persistent link: https://www.econbiz.de/10012840575