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There are 19277 results for: content related to: Estimating Derivatives in Nonseparable Models With Limited Dependent Variables

  1. Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors

    Econometrica

    Volume 73, Issue 4, July 2005, Pages: 1053–1102, Joseph G. Altonji and Rosa L. Matzkin

    Article first published online : 13 JUN 2005, DOI: 10.1111/j.1468-0262.2005.00609.x

  2. Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

    Econometrica

    Volume 83, Issue 3, May 2015, Pages: 1013–1079, Xiaohong Chen and Demian Pouzo

    Article first published online : 8 JUN 2015, DOI: 10.3982/ECTA10771

  3. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

    Econometrica

    Volume 80, Issue 1, January 2012, Pages: 277–321, Xiaohong Chen and Demian Pouzo

    Article first published online : 10 JAN 2012, DOI: 10.3982/ECTA7888

  4. Estimation of location and scale functionals in nonparametric regression under copula dependent censoring

    Canadian Journal of Statistics

    Volume 43, Issue 2, June 2015, Pages: 306–335, Aleksandar Sujica and Ingrid van Keilegom

    Article first published online : 19 MAR 2015, DOI: 10.1002/cjs.11250

  5. Identification of Nonseparable Models Using Instruments With Small Support

    Econometrica

    Volume 83, Issue 3, May 2015, Pages: 1185–1197, Alexander Torgovitsky

    Article first published online : 8 JUN 2015, DOI: 10.3982/ECTA9984

  6. Discrete endogenous variables in weakly separable models

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 288–303, Sung Jae Jun, Joris Pinkse and Haiqing Xu

    Article first published online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00373.x

  7. Decentralized Trading With Private Information

    Econometrica

    Volume 82, Issue 3, May 2014, Pages: 1055–1091, Mikhail Golosov, Guido Lorenzoni and Aleh Tsyvinski

    Article first published online : 2 JUN 2014, DOI: 10.3982/ECTA8911

  8. Thermoballistic spin-polarized electron transport in paramagnetic semiconductors

    Annalen der Physik

    Volume 18, Issue 2-3, March 2009, Pages: 127–156, R. Lipperheide and U. Wille

    Article first published online : 19 MAR 2009, DOI: 10.1002/andp.200810344

  9. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  10. Local Identification of Nonparametric and Semiparametric Models

    Econometrica

    Volume 82, Issue 2, March 2014, Pages: 785–809, Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey

    Article first published online : 1 APR 2014, DOI: 10.3982/ECTA9988

  11. Intersection Bounds: Estimation and Inference

    Econometrica

    Volume 81, Issue 2, March 2013, Pages: 667–737, Victor Chernozhukov, Sokbae Lee and Adam M. Rosen

    Article first published online : 20 MAR 2013, DOI: 10.3982/ECTA8718

  12. Nonparametric Identification under Discrete Variation

    Econometrica

    Volume 73, Issue 5, September 2005, Pages: 1525–1550, Andrew Chesher

    Article first published online : 5 AUG 2005, DOI: 10.1111/j.1468-0262.2005.00628.x

  13. Tests for Independence between Marks and Points of a Marked Point Process

    Biometrics

    Volume 62, Issue 1, March 2006, Pages: 126–134, Yongtao Guan

    Article first published online : 4 JUL 2005, DOI: 10.1111/j.1541-0420.2005.00395.x

  14. Estimating the Conditional Error Distribution in Non-parametric Regression

    Scandinavian Journal of Statistics

    Volume 39, Issue 2, June 2012, Pages: 259–281, SEBASTIAN KIWITT and NATALIE NEUMEYER

    Article first published online : 2 FEB 2012, DOI: 10.1111/j.1467-9469.2011.00763.x

  15. The authors replied as follows:

    Biometrics

    Volume 63, Issue 1, March 2007, Pages: 294–295, Frederic Paik Schoenberg

    Article first published online : 16 APR 2007, DOI: 10.1111/j.1541-0420.2007.00737_2.x

  16. Average and Quantile Effects in Nonseparable Panel Models

    Econometrica

    Volume 81, Issue 2, March 2013, Pages: 535–580, Victor Chernozhukov, Iván Fernández-Val, Jinyong Hahn and Whitney Newey

    Article first published online : 20 MAR 2013, DOI: 10.3982/ECTA8405

  17. A general class of nonseparable space–time covariance models

    Environmetrics

    Volume 22, Issue 2, March 2011, Pages: 224–242, Thaís C. O. Fonseca and Mark F. J. Steel

    Article first published online : 8 JUN 2010, DOI: 10.1002/env.1047

  18. A Note on Testing Separability in Spatial-Temporal Marked Point Processes

    Biometrics

    Volume 63, Issue 1, March 2007, Pages: 290–294, Renato Assunção and Alexandra Maia

    Article first published online : 16 APR 2007, DOI: 10.1111/j.1541-0420.2007.00737_1.x

  19. Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2105–2152, Bryan S. Graham and James L. Powell

    Article first published online : 25 SEP 2012, DOI: 10.3982/ECTA8220

  20. Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

    Econometrica

    Volume 77, Issue 5, September 2009, Pages: 1481–1512, Guido W. Imbens and Whitney K. Newey

    Article first published online : 6 OCT 2009, DOI: 10.3982/ECTA7108