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Estimation of (static or dynamic) games under equilibrium multiplicity
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Conditional GMM estimation for gravity models
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Likelihood ratio inference for missing data models
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Nonparametric estimation of additive model with errors-in-variables
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Causal inference on regression discontinuity designs by high-dimensional methods
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Average derivative estimation under measurement error
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Score estimation of monotone partially linear index model
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On the uniform convergence of deconvolution estimators from repeated measurements
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Jackknife, small bandwidth and high-dimensional asymptotics
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Estimation of varying coefficient models with measurement error
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Nonparametric intermediate order regression quantiles
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Estimation of (static or dynamic) games under equilibrium multiplicity
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Second-order refinements for t-ratios with many instruments
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Jackknife Lagrange multiplier test with many weak instruments
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Reweighted nonparametric likelihood inference for linear functionals
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Multiway empirical likelihood
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Equilibrium multiplicity in dynamic games
testing and estimation -
Estimating density ratio of marginals to joint
applications to causal inference -
Bandwidth selection for nonparametric regression with errors-in-variables
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Kolmogorov-Smirnov type test for generated variables
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Empirical likelihood inference for monotone index model
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On linearization of nonparametric deconvolution estimators for repeated measurements model
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Nonparametric inference for extremal conditional quantiles
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Sample sensitivity for two-step and continuous updating GMM estimators
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Inference on incomplete information games with multi-dimensional actions