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Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models

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  • Feve, Frederique
  • Florens, Jean-Pierre
  • Van Keilegom, Ingrid

Abstract

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  • Feve, Frederique & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2018. "Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models," LIDAM Reprints ISBA 2018016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2018016
    Note: In : Journal of Business and Economic Statistics, vol. 36, no. 2, p. 334-345 (2018)
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    Cited by:

    1. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    2. Jad Beyhum & Jean-Pierre FLorens & Ingrid Van Keilegom, 2020. "Nonparametric instrumental regression with right censored duration outcomes," Papers 2011.10423, arXiv.org.
    3. Beyhum, Jad & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2020. "Nonparametric Instrumental Regression with Right Censored Duration Outcomes," TSE Working Papers 20-1164, Toulouse School of Economics (TSE).
    4. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    5. Jad Beyhum & Jean-Pierre Florens & Ingrid Van Keilegom, 2021. "A nonparametric instrumental approach to endogeneity in competing risks models," Papers 2105.00946, arXiv.org.
    6. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.

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