| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
151 |
| A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
286 |
| A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees |
0 |
0 |
3 |
44 |
1 |
2 |
7 |
63 |
| A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix |
1 |
5 |
26 |
1,762 |
5 |
16 |
69 |
5,252 |
| A reduced bias GMM-like estimator with reduced estimator dispersion |
0 |
0 |
0 |
134 |
0 |
0 |
6 |
504 |
| A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
362 |
| Adversarial Estimation of Riesz Representers |
0 |
0 |
2 |
32 |
2 |
2 |
13 |
68 |
| Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
133 |
| Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
| Alternative asymptotics and the partially linear model with many regressors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
53 |
| An Asymmetric Least Test of Heteroscedasticity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
91 |
| An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
0 |
47 |
3 |
3 |
5 |
134 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
104 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
52 |
1 |
1 |
1 |
169 |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters |
0 |
0 |
0 |
181 |
1 |
1 |
2 |
472 |
| Automatic Debiased Machine Learning of Causal and Structural Effects |
0 |
0 |
0 |
72 |
2 |
2 |
12 |
141 |
| Automatic Debiased Machine Learning via Riesz Regression |
0 |
3 |
9 |
58 |
1 |
4 |
18 |
116 |
| Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
498 |
| Automatic Lag Selection in Covariance Matrix Estimation |
0 |
1 |
5 |
456 |
1 |
2 |
15 |
1,383 |
| Average and Quantile Effects in Nonseparable Panel Models |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
35 |
| Choosing the Number of Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
548 |
| Combining Two Consistent Estimators |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
172 |
| Conditional Moment Restrictions in Censored and Truncated Regression Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
365 |
| Consistency and Asymptotic Normality of Nonparametric Projection Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
128 |
| Constrained conditional moment restriction models |
0 |
0 |
0 |
25 |
0 |
3 |
5 |
92 |
| Control Variables, Discrete Instruments, and Identification of Structural Functions |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
45 |
| Control Variables, Discrete Instruments, and Identification of Structural Functions |
0 |
0 |
0 |
41 |
1 |
1 |
2 |
68 |
| Control variables, discrete instruments, and identification of structural functions |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
32 |
| Convergence Rates & Asymptotic Normality Estimators |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
260 |
| Convergence Rates for Series Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
310 |
| Cross-fitting and fast remainder rates for semiparametric estimation |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
72 |
| De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers |
0 |
1 |
1 |
73 |
1 |
3 |
6 |
121 |
| Demand Analysis with Many Prices |
0 |
0 |
0 |
95 |
1 |
2 |
3 |
133 |
| Demand analysis with many prices |
0 |
0 |
1 |
8 |
1 |
3 |
6 |
51 |
| Density Weighted Linear Least Squares |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
451 |
| Density Weighted Linear Least Squares |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
71 |
| Double machine learning for treatment and causal parameters |
0 |
1 |
4 |
118 |
1 |
2 |
22 |
532 |
| Double/Debiased Machine Learning for Treatment and Causal Parameters |
2 |
8 |
196 |
1,069 |
15 |
38 |
530 |
2,781 |
| Double/Debiased Machine Learning for Treatment and Structural Parameters |
0 |
0 |
5 |
119 |
1 |
13 |
84 |
431 |
| Double/de-biased machine learning using regularized Riesz representers |
0 |
0 |
1 |
32 |
1 |
1 |
5 |
78 |
| Double/debiased machine learning for treatment and structural parameters |
0 |
3 |
4 |
38 |
1 |
7 |
30 |
125 |
| EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
458 |
| EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
328 |
| Efficiency of Weighted Average Derivative Estimators |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
256 |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
145 |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
141 |
| Estimation with many instrumental variables |
0 |
0 |
3 |
174 |
0 |
2 |
9 |
453 |
| Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data |
0 |
1 |
19 |
19 |
1 |
3 |
28 |
28 |
| Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
295 |
| Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
133 |
| GMM with many weak moment conditions |
0 |
0 |
0 |
347 |
1 |
1 |
5 |
929 |
| Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
23 |
| Heterogenous coefficients, discrete instruments, and identification of treatment effects |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Higher order properties of GMM and generalised empirical likelihood estimators |
1 |
1 |
1 |
459 |
1 |
2 |
4 |
1,005 |
| Identification and Estimation of Marginal Effects in Nonlinear Panel Models |
0 |
0 |
0 |
47 |
1 |
3 |
7 |
179 |
| Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity |
0 |
0 |
0 |
284 |
1 |
1 |
2 |
1,218 |
| Identification and Estimation of Triangular Simultaneous Equations Models without Additivity |
0 |
0 |
3 |
242 |
2 |
2 |
10 |
779 |
| Identification and estimation of marginal effects in nonlinear panel models |
0 |
0 |
0 |
106 |
0 |
1 |
3 |
325 |
| Identification and estimation of marginal effects in nonlinear panel models |
0 |
0 |
1 |
31 |
0 |
0 |
2 |
117 |
| Identification of Treatment Effects under Limited Exogenous Variation |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
35 |
| Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance |
0 |
0 |
0 |
256 |
0 |
0 |
3 |
571 |
| Individual Heterogeneity and Average Welfare |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
41 |
| Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
105 |
| Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
98 |
| Individual heterogeneity and average welfare |
0 |
0 |
1 |
67 |
0 |
0 |
2 |
188 |
| Individual heterogeneity, nonlinear budget sets and taxable income |
0 |
0 |
0 |
26 |
0 |
1 |
4 |
75 |
| Individual heterogeneity, nonlinear budget sets, and taxable income |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
42 |
| Inference in Linear Regression Models with Many Covariates and Heteroscedasticity |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
23 |
| Inference in Linear Regression Models with Many Covariates and Heteroskedasticity |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
53 |
| Inference in linear regression models with many covariates and heteroskedasticity |
0 |
1 |
1 |
51 |
0 |
1 |
3 |
98 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
2 |
55 |
0 |
0 |
6 |
202 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
1 |
56 |
0 |
1 |
3 |
148 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
129 |
0 |
0 |
2 |
342 |
| Instrumental variables estimation for nonparametric models |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
47 |
| Instrumental variables estimation with flexible distribution |
0 |
0 |
0 |
39 |
1 |
2 |
2 |
163 |
| Jackknife and analytical bias reduction for nonlinear panel models |
0 |
0 |
0 |
323 |
0 |
0 |
0 |
789 |
| Kernel Estimation of Partial Means and a General Variance Estimator |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
352 |
| LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
235 |
| Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
136 |
| Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
173 |
| Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
80 |
| Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
31 |
0 |
0 |
9 |
137 |
| Locally Robust Semiparametric Estimation |
0 |
0 |
1 |
27 |
2 |
2 |
5 |
190 |
| Locally robust semiparametric estimation |
0 |
0 |
1 |
18 |
1 |
1 |
6 |
94 |
| Locally robust semiparametric estimation |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
167 |
| Long Story Short: Omitted Variable Bias in Causal Machine Learning |
0 |
1 |
3 |
34 |
1 |
5 |
15 |
164 |
| Mean-square-error Calculations for Average Treatment Effects |
0 |
0 |
0 |
265 |
1 |
3 |
5 |
3,046 |
| Mean-squared-error Calculations for Average Treatment Effects |
0 |
0 |
0 |
86 |
1 |
1 |
5 |
689 |
| Minimax Semiparametric Learning With Approximate Sparsity |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
28 |
| Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
50 |
| Nonlinear Budget Set Regressions for the Random Utility Model |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
18 |
| Nonlinear Budget Set Regressions for the Random Utility Model |
0 |
1 |
2 |
12 |
1 |
3 |
8 |
24 |
| Nonlinear Errors in Variables: Estimation of Some Engel Curves |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
199 |
| Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
263 |
| Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
489 |
| Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints |
0 |
0 |
1 |
184 |
2 |
2 |
5 |
1,157 |
| Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
306 |
| Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
270 |
| Nonparametric Estimation with Nonlinear Budget Sets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
296 |
| Nonparametric Identification in Panels using Quantiles |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
13 |
| Nonparametric identification in panels using quantiles |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
59 |
| Nonparametric identification in panels using quantiles |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
40 |
| Nonseparable Multinomial Choice Models in Cross-Section and Panel Data |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
23 |
| Nonseparable multinomial choice models in cross-section and panel data |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
24 |
| On Bunching and Identification of the Taxable Income Elasticity |
0 |
0 |
1 |
39 |
0 |
0 |
3 |
120 |
| Quantile and average effects in nonseparable panel models |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
113 |
| SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
343 |
| SERIES ESTIMATION OF REGRESSION FUNCTIONALS |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
323 |
| Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
59 |
| Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
90 |
| Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
6 |
| Semiparametric efficient empirical higher order influence function estimators |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
26 |
| Semiparametric estimation of structural functions in nonseparable triangular models |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
36 |
| Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
23 |
| Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
25 |
| THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
201 |
| Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
0 |
0 |
0 |
192 |
1 |
2 |
3 |
1,110 |
| Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
909 |
| Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
632 |
| Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
1 |
65 |
0 |
0 |
3 |
220 |
| Testing the Drift-Diffusion Model |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
47 |
| Tests for neglected heterogeneity in moment condition models |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
99 |
| The Asymptotic Variance of Semiparametric Estimators |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
225 |
| The Bunching Estimator Cannot Identify the Taxable Income Elasticity |
0 |
0 |
0 |
72 |
1 |
1 |
3 |
182 |
| The Influence Function of Semiparametric Estimators |
0 |
0 |
0 |
20 |
0 |
0 |
4 |
104 |
| The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity |
0 |
0 |
2 |
84 |
0 |
1 |
6 |
256 |
| The Revenues-Expenditures Nexus: Evidence from Local Government Data |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
435 |
| The bunching estimator cannot identify the taxable income elasticity |
0 |
0 |
0 |
23 |
1 |
1 |
3 |
53 |
| The influence function of semiparametric estimators |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
46 |
| The influence function of semiparametric estimators |
0 |
0 |
0 |
49 |
1 |
1 |
3 |
133 |
| Treatment Effects with Many Covariates and Heteroskedasticity |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
53 |
| Treatment effects with many covariates and heteroskedasticity |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
47 |
| Two Step Series Estimation of Sample Selection Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1,017 |
| Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
334 |
| UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
640 |
| Undersmoothing and Bias Corrected Functional Estimation |
0 |
0 |
0 |
0 |
1 |
3 |
23 |
532 |
| Wages and Hours: Estimating Vector Autoregressions with Panel Data |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
58 |
| Welfare Analysis in Dynamic Models |
0 |
3 |
4 |
21 |
1 |
6 |
13 |
44 |
| Total Working Papers |
4 |
30 |
311 |
9,674 |
73 |
185 |
1,194 |
44,006 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Partially Adaptive and Reweighted Least Squares Estimation |
0 |
0 |
0 |
42 |
1 |
2 |
3 |
176 |
| A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
8 |
27 |
104 |
5,882 |
48 |
109 |
396 |
16,705 |
| A jackknife interpretation of the continuous updating estimator |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
184 |
| A large-sample chow test for the linear simultaneous equation |
0 |
0 |
0 |
117 |
0 |
1 |
2 |
359 |
| A method of moments interpretation of sequential estimators |
0 |
1 |
9 |
482 |
1 |
5 |
21 |
799 |
| A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models |
0 |
0 |
1 |
14 |
0 |
1 |
3 |
38 |
| A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
4 |
10 |
42 |
692 |
12 |
34 |
134 |
2,268 |
| ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
27 |
| ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS |
0 |
0 |
2 |
20 |
0 |
0 |
6 |
103 |
| Adaptive estimation of regression models via moment restrictions |
0 |
0 |
0 |
124 |
0 |
1 |
3 |
247 |
| Asymmetric Least Squares Estimation and Testing |
1 |
2 |
13 |
579 |
2 |
3 |
28 |
1,518 |
| Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
424 |
| Asymptotic Equivalence of Closest Moments and GMM Estimators |
0 |
0 |
0 |
4 |
1 |
3 |
3 |
19 |
| Automatic Lag Selection in Covariance Matrix Estimation |
2 |
3 |
26 |
1,119 |
6 |
13 |
59 |
3,113 |
| Average and Quantile Effects in Nonseparable Panel Models |
0 |
0 |
0 |
38 |
2 |
4 |
7 |
197 |
| CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
55 |
| Choosing instrumental variables in conditional moment restriction models |
0 |
0 |
0 |
88 |
0 |
1 |
3 |
269 |
| Choosing the Number of Instruments |
0 |
0 |
0 |
1 |
4 |
7 |
11 |
799 |
| Consistency of two-step sample selection estimators despite misspecification of distribution |
0 |
1 |
2 |
73 |
0 |
3 |
5 |
200 |
| Control variables, discrete instruments, and identification of structural functions |
0 |
0 |
6 |
14 |
0 |
1 |
11 |
45 |
| Convergence rates and asymptotic normality for series estimators |
1 |
2 |
13 |
1,125 |
3 |
9 |
33 |
1,849 |
| Double/Debiased/Neyman Machine Learning of Treatment Effects |
0 |
2 |
4 |
75 |
1 |
6 |
18 |
289 |
| Double/debiased machine learning for treatment and structural parameters |
1 |
8 |
26 |
120 |
6 |
40 |
125 |
465 |
| ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
206 |
| Efficiency bounds for some semiparametric selection models |
0 |
0 |
0 |
43 |
1 |
3 |
4 |
96 |
| Efficiency of Weighted Average Derivative Estimators and Index Models |
0 |
0 |
3 |
150 |
0 |
0 |
3 |
758 |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
2 |
172 |
1 |
1 |
9 |
620 |
| Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions |
0 |
0 |
1 |
42 |
0 |
0 |
1 |
104 |
| Efficient Instrumental Variables Estimation of Nonlinear Models |
0 |
2 |
3 |
401 |
0 |
3 |
8 |
1,190 |
| Efficient Semiparametric Estimation of Expectations |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
227 |
| Efficient Semiparametric Estimation via Moment Restrictions |
0 |
1 |
1 |
101 |
0 |
2 |
2 |
313 |
| Efficient estimation of limited dependent variable models with endogenous explanatory variables |
0 |
3 |
15 |
1,411 |
1 |
5 |
24 |
2,352 |
| Empirical likelihood estimation and consistent tests with conditional moment restrictions |
0 |
0 |
1 |
227 |
1 |
1 |
4 |
480 |
| Estimating Vector Autoregressions with Panel Data |
2 |
8 |
63 |
4,015 |
6 |
27 |
154 |
9,164 |
| Estimation With Many Instrumental Variables |
0 |
1 |
6 |
139 |
1 |
4 |
15 |
326 |
| Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
213 |
| Generalized Method of Moments With Many Weak Moment Conditions |
0 |
0 |
3 |
132 |
0 |
1 |
4 |
393 |
| Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
440 |
| Generalized method of moments specification testing |
0 |
0 |
5 |
647 |
1 |
2 |
8 |
1,123 |
| Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators |
1 |
1 |
3 |
322 |
2 |
4 |
11 |
914 |
| Hypothesis Testing with Efficient Method of Moments Estimation |
1 |
4 |
11 |
639 |
5 |
14 |
48 |
2,271 |
| Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity |
0 |
0 |
3 |
152 |
1 |
2 |
11 |
398 |
| Identification and estimation of polynomial errors-in-variables models |
0 |
0 |
1 |
217 |
0 |
1 |
7 |
430 |
| Individual Heterogeneity and Average Welfare |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
84 |
| Inference in Linear Regression Models with Many Covariates and Heteroscedasticity |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
24 |
| Instrumental Variable Estimation of Nonparametric Models |
0 |
0 |
0 |
297 |
0 |
0 |
11 |
754 |
| Instrumental Variables Estimation With Flexible Distributions |
0 |
1 |
1 |
30 |
1 |
2 |
2 |
111 |
| Instrumental variable estimation of nonseparable models |
0 |
0 |
0 |
173 |
0 |
0 |
0 |
355 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
1 |
32 |
0 |
0 |
7 |
129 |
| Introduction à la théorie des bornes d'efficacité semi-paramétriques |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Jackknife and Analytical Bias Reduction for Nonlinear Panel Models |
0 |
0 |
4 |
172 |
1 |
1 |
10 |
661 |
| Kernel Estimation of Partial Means and a General Variance Estimator |
0 |
0 |
2 |
91 |
1 |
1 |
6 |
186 |
| Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables |
0 |
1 |
2 |
77 |
0 |
2 |
5 |
170 |
| Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
112 |
| Maximum Likelihood Specification Testing and Conditional Moment Tests |
0 |
0 |
0 |
364 |
1 |
2 |
4 |
839 |
| NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
83 |
| Neglected heterogeneity in moment condition models |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
89 |
| Nonlinear errors in variables Estimation of some Engel curves |
0 |
1 |
2 |
273 |
0 |
1 |
3 |
620 |
| Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss |
0 |
0 |
2 |
342 |
0 |
1 |
5 |
939 |
| Nonparametric Estimation of Sample Selection Models |
3 |
4 |
17 |
118 |
3 |
6 |
26 |
1,029 |
| Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
1 |
3 |
5 |
13 |
656 |
| Nonparametric Estimation with Nonlinear Budget Sets |
0 |
0 |
0 |
131 |
1 |
1 |
4 |
479 |
| Nonparametric Instrumental Variables Estimation |
0 |
0 |
1 |
56 |
0 |
1 |
6 |
181 |
| Nonparametric Welfare Analysis |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
59 |
| Nonparametric identification in panels using quantiles |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
94 |
| Nonseparable multinomial choice models in cross-section and panel data |
0 |
0 |
1 |
13 |
1 |
1 |
5 |
66 |
| On Bunching and Identification of the Taxable Income Elasticity |
1 |
2 |
4 |
54 |
3 |
8 |
24 |
179 |
| Over-Identification Tests in Earnings Functions with Fixed Effects |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
718 |
| Partially Adaptive Estimation of Regression Models via the Generalized T Distribution |
0 |
0 |
3 |
78 |
1 |
2 |
8 |
169 |
| Properties of the CUE estimator and a modification with moments |
0 |
3 |
12 |
62 |
2 |
6 |
22 |
194 |
| Semiparametric Efficiency Bounds |
0 |
1 |
5 |
947 |
1 |
6 |
16 |
1,781 |
| Semiparametric Estimation of Selection Models: Some Empirical Results |
0 |
1 |
4 |
533 |
0 |
1 |
9 |
1,054 |
| Semiparametric estimation of structural functions in nonseparable triangular models |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
29 |
| Sequential R&D Strategy for Synfuels |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
422 |
| Series Estimation of Regression Functionals |
1 |
1 |
1 |
29 |
1 |
2 |
8 |
87 |
| Series Estimation of Semilinear Models |
1 |
1 |
3 |
90 |
2 |
2 |
6 |
184 |
| Specification tests for distributional assumptions in the Tobit model |
0 |
0 |
0 |
229 |
0 |
0 |
1 |
564 |
| Tax reform evaluation using non-parametric methods: Sweden 1980-1991 |
0 |
0 |
0 |
65 |
0 |
1 |
2 |
268 |
| Testing overidentifying restrictions with many instruments and heteroskedasticity |
0 |
1 |
1 |
35 |
0 |
3 |
4 |
171 |
| Testing the drift-diffusion model |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
21 |
| The Asymptotic Variance of Semiparametric Estimators |
0 |
2 |
11 |
452 |
0 |
3 |
25 |
1,216 |
| The Revenues-Expenditures Nexus: Evidence from Local Government Data |
0 |
1 |
1 |
165 |
0 |
2 |
6 |
593 |
| Treatment effects (in Russian) |
1 |
1 |
1 |
6 |
1 |
2 |
2 |
48 |
| Twicing Kernels and a Small Bias Property of Semiparametric Estimators |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
330 |
| Two-step series estimation of sample selection models |
0 |
0 |
0 |
128 |
0 |
1 |
5 |
402 |
| Uniform Convergence in Probability and Stochastic Equicontinuity |
0 |
0 |
0 |
808 |
0 |
1 |
4 |
2,079 |
| Total Journal Articles |
28 |
97 |
450 |
25,700 |
132 |
389 |
1,473 |
70,397 |
LogEc is hosted by the
Örebro University School of Business.