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Asymptotic Statistics
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Cited by:
- Davezies, Laurent & Le Barbanchon, Thomas, 2017.
"Regression discontinuity design with continuous measurement error in the running variable,"
Journal of Econometrics, Elsevier, vol. 200(2), pages 260-281.
- Laurent Davezies & Thomas Le Barbanchon, 2014. "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," Working Papers 2014-27, Center for Research in Economics and Statistics.
- Davezies, Laurent & Le Barbanchon, Thomas, 2017. "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," IZA Discussion Papers 10801, Institute of Labor Economics (IZA).
- Le Barbanchon, Thomas & Davezies, Laurent, 2017. "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," CEPR Discussion Papers 11775, C.E.P.R. Discussion Papers.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023.
"Inference for Linear Conditional Moment Inequalities,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019. "Inference for Linear Conditional Moment Inequalities," NBER Working Papers 26374, National Bureau of Economic Research, Inc.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019. "Inference for Linear Conditional Moment Inequalities," Papers 1909.10062, arXiv.org, revised Dec 2022.
- Koen Jochmans, 2018.
"Semiparametric Analysis of Network Formation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers Main hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Working Papers hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers hal-03393207, HAL.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016.
"MCMC Confidence sets for Identified Sets,"
Cowles Foundation Discussion Papers
2037, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Yiyang & Mamon, Rogemar & Spagnolo, Fabio & Spagnolo, Nicola, 2022. "Renewable energy and economic growth: A Markov-switching approach," Energy, Elsevier, vol. 244(PB).
- Rahul Singh, 2021. "Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension," Papers 2102.11076, arXiv.org, revised Jul 2024.
- Yei Eun Shin & Ruth M. Pfeiffer & Barry I. Graubard & Mitchell H. Gail, 2020. "Weight calibration to improve the efficiency of pure risk estimates from case‐control samples nested in a cohort," Biometrics, The International Biometric Society, vol. 76(4), pages 1087-1097, December.
- Budhi Arta Surya, 2021. "Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling," Papers 2108.01243, arXiv.org, revised Jul 2022.
- repec:hal:journl:peer-00834424 is not listed on IDEAS
- Xavier D'Haultfœuille & Roland Rathelot, 2017.
"Measuring segregation on small units: A partial identification analysis,"
Quantitative Economics, Econometric Society, vol. 8(1), pages 39-73, March.
- Xavier d'Haultfoeuille & Roland Rathelot, 2011. "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers 2011-18, Center for Research in Economics and Statistics.
- Xavier D'Haultfoeuille & Roland Rathelot, 2016. "Measuring Segregation on Small Units: A Partial Identification Analysis," RF Berlin - CReAM Discussion Paper Series 1611, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- D’Haultfoeuille, Xavier & Rathelot, Roland, 2016. "Measuring Segregation on Small Units: A Partial Identification Analysis," CAGE Online Working Paper Series 291, Competitive Advantage in the Global Economy (CAGE).
- Becheri, I.G. & Drost, Feike C. & van den Akker, R., 2013. "Asymptotically UMP Panel Unit Root Tests," Discussion Paper 2013-017, Tilburg University, Center for Economic Research.
- Wu, K.Y.K. & Li, W.K., 2015. "Double Generalized Threshold Models with constraint on the dispersion by the mean," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 59-73.
- Donald, Stephen G. & Hsu, Yu-Chin, 2014.
"Estimation and inference for distribution functions and quantile functions in treatment effect models,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
- Stephen G. Donald & Yu-Chin Hsu, 2012. "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research 12-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Jan Mielniczuk & Małgorzata Wojtyś, 2014. "$${\varvec{P}}$$ -value model selection criteria for exponential families of increasing dimension," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(2), pages 257-284, February.
- Aristide Houndetoungan, 2024. "Count Data Models with Heterogeneous Peer Effects under Rational Expectations," Papers 2405.17290, arXiv.org.
- Long-Hao Xu & Yinan Li & Kai-Tai Fang, 2024. "The resampling method via representative points," Statistical Papers, Springer, vol. 65(6), pages 3621-3649, August.
- Schweer, Sebastian & Wichelhaus, Cornelia, 2015. "Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 233-253.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018.
"Monte Carlo Confidence Sets for Identified Sets,"
Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence Sets for Identified Sets," Papers 1605.00499, arXiv.org, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
- Clément de Chaisemartin & Xavier D'Haultfœuille, 2020.
"Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects,"
American Economic Review, American Economic Association, vol. 110(9), pages 2964-2996, September.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille, 2018. "Two-way fixed effects estimators with heterogeneous treatment effects," Papers 1803.08807, arXiv.org, revised Mar 2020.
- Clément de Chaisemartin & Xavier D'Haultfoeuille, 2019. "Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects," NBER Working Papers 25904, National Bureau of Economic Research, Inc.
- Moins, Théo & Arbel, Julyan & Girard, Stéphane & Dutfoy, Anne, 2023. "Reparameterization of extreme value framework for improved Bayesian workflow," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
- Kruiniger, Hugo, 2013.
"Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions,"
Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
- Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
- Lee Dasom & Yang Shu & Wang Xiaofei, 2022. "Doubly robust estimators for generalizing treatment effects on survival outcomes from randomized controlled trials to a target population," Journal of Causal Inference, De Gruyter, vol. 10(1), pages 415-440, January.
- Abe, Toshihiro & Miyata, Yoichi & Shiohama, Takayuki, 2023. "Bayesian estimation for mode and anti-mode preserving circular distributions," Econometrics and Statistics, Elsevier, vol. 27(C), pages 136-160.
- Youssef Taleb & Edward A. K. Cohen, 2021. "Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(2), pages 395-423, April.
- Shu Yang & Yunshu Zhang, 2023. "Multiply robust matching estimators of average and quantile treatment effects," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 235-265, March.
- D’Haultfœuille, Xavier & Février, Philippe, 2015.
"Identification of mixture models using support variations,"
Journal of Econometrics, Elsevier, vol. 189(1), pages 70-82.
- Xavier d'Haultfoeuille & Philippe Fevrier, 2010. "Identification of Mixture Models Using Support Variations," Working Papers 2010-12, Center for Research in Economics and Statistics.
- repec:hal:spmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
- Yumou Qiu & Song Xi Chen, 2015.
"Bandwidth Selection for High-Dimensional Covariance Matrix Estimation,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1160-1174, September.
- Qiu, Yumou & Chen, Song Xi, 2014. "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper 59641, University Library of Munich, Germany.
- Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers 08/17, Institute for Fiscal Studies.
- Laurent Davezies & Xavier D'Haultf{oe}uille & Louise Laage, 2021. "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Papers 2105.00879, arXiv.org, revised Dec 2024.
- Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2019. "Empirical Process Results for Exchangeable Arrays," Papers 1906.11293, arXiv.org, revised May 2020.
- Issa J. Dahabreh & Sarah E. Robertson & Lucia C. Petito & Miguel A. Hernán & Jon A. Steingrimsson, 2023. "Efficient and robust methods for causally interpretable meta‐analysis: Transporting inferences from multiple randomized trials to a target population," Biometrics, The International Biometric Society, vol. 79(2), pages 1057-1072, June.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022.
"Beta-Sorted Portfolios,"
Papers
2208.10974, arXiv.org, revised Nov 2024.
- Matias Cattaneo & Richard K. Crump & Weining Wang, 2024. "Beta-sorted portfolios," CeMMAP working papers 20/24, Institute for Fiscal Studies.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2023. "Beta-Sorted Portfolios," Staff Reports 1068, Federal Reserve Bank of New York.
- Greb, Friederike & Krivobokova, Tatyana & von Cramon-Taubadel, Stephan & Munk, Axel, 2011. "On threshold estimation in threshold vector error correction models," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114599, European Association of Agricultural Economists.
- Christoph Rothe, 2012.
"Partial Distributional Policy Effects,"
Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, September.
- Rothe, Christoph, 2011. "Partial Distributional Policy Effects," IZA Discussion Papers 6076, Institute of Labor Economics (IZA).
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019.
"Best linear approximations to set identified functions: with an application to the gender wage gap,"
CeMMAP working papers
CWP09/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
- Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap," NBER Working Papers 25593, National Bureau of Economic Research, Inc.
- Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
- repec:spo:wpmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
- Athey, Susan & Imbens, Guido W., 2019.
"Machine Learning Methods Economists Should Know About,"
Research Papers
3776, Stanford University, Graduate School of Business.
- Susan Athey & Guido Imbens, 2019. "Machine Learning Methods Economists Should Know About," Papers 1903.10075, arXiv.org.
- Kruiniger, Hugo, 2018.
"A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions,"
MPRA Paper
110375, University Library of Munich, Germany, revised 15 Aug 2021.
- Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
- Dzemski, Andreas, 2017. "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics 698, University of Gothenburg, Department of Economics, revised Apr 2018.
- Liao, Yuan & Simoni, Anna, 2012.
"Semi-parametric Bayesian Partially Identified Models based on Support Function,"
MPRA Paper
43262, University Library of Munich, Germany.
- Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
- Qiu, Zhiping & Chen, Xiaoping & Zhou, Yong, 2015. "A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 89-97.
- Zhang, Feipeng & Li, Qunhua, 2017. "A continuous threshold expectile model," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 49-66.
- repec:spo:wpecon:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
- Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M., 2013. "Robust tests in generalized linear models with missing responses," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 80-97.
- Alexander Frankel & Maximilian Kasy, 2022.
"Which Findings Should Be Published?,"
American Economic Journal: Microeconomics, American Economic Association, vol. 14(1), pages 1-38, February.
- Kasy, Maximilian & Frankel, Alexander, 2018. "Which findings should be published?," MetaArXiv mbvz3, Center for Open Science.
- Benoumechiara Nazih & Bousquet Nicolas & Michel Bertrand & Saint-Pierre Philippe, 2020. "Detecting and modeling critical dependence structures between random inputs of computer models," Dependence Modeling, De Gruyter, vol. 8(1), pages 263-297, January.
- A Stefano Caria & Grant Gordon & Maximilian Kasy & Simon Quinn & Soha Osman Shami & Alexander Teytelboym, 2024.
"An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan,"
Journal of the European Economic Association, European Economic Association, vol. 22(2), pages 781-836.
- A. Stefano Caria & Grant Gordon & Maximilian Kasy & Simon Quinn & Soha Shami & Alexander Teytelboym, 2020. "An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan," CSAE Working Paper Series 2020-20, Centre for the Study of African Economies, University of Oxford.
- Caria, Stefano & Gordon, Grant & Kasy, Maximilian & Quinn, Simon & Shami, Soha & Teytelboym, Alexander, 2021. "An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan," CAGE Online Working Paper Series 547, Competitive Advantage in the Global Economy (CAGE).
- Caria, Stefano & Gordon, Grant & Kasy, Maximilian & Quinn, Simon & Shami, Soha & Teytelboym, Alexander, 2021. "An Adaptive Targeted Field Experiment : Job Search Assistance for Refugees in Jordan," The Warwick Economics Research Paper Series (TWERPS) 1335, University of Warwick, Department of Economics.
- Quinn, Simon & Caria, Stefano & Gordon, Grant & Kasy, Maximilian & Shami, Soha & Teytelboym, Alexander, 2020. "An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan," CEPR Discussion Papers 15359, C.E.P.R. Discussion Papers.
- Stefano Caria & Grant Gordon & Maximilian Kasy & Simon Quinn & Soha Shami & Alexander Teytelboym, 2020. "An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan," CESifo Working Paper Series 8535, CESifo.
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017.
"A Justification of Conditional Confidence Intervals,"
Papers
1710.00643, arXiv.org, revised Jan 2019.
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017. "A Justification of Conditional Confidence Intervals," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
- Alexis Derumigny & Lucas Girard & Yannick Guyonvarch, 2021. "Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion," Papers 2101.05780, arXiv.org, revised Sep 2022.
- Benjamin Lu & Jia Wan & Derek Ouyang & Jacob Goldin & Daniel E. Ho, 2024. "Quantifying the Uncertainty of Imputed Demographic Disparity Estimates: The Dual Bootstrap," NBER Chapters, in: Race, Ethnicity, and Economic Statistics for the 21st Century, National Bureau of Economic Research, Inc.
- Julian Martinez-Iriarte & Yixiao Sun, 2020. "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach," Papers 2010.15864, arXiv.org, revised Aug 2024.
- Abhinandan Dalal & Patrick Blobaum & Shiva Kasiviswanathan & Aaditya Ramdas, 2024. "Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters," Papers 2408.09598, arXiv.org, revised Sep 2024.
- Bar-Hen, Avner & Poggi, Jean-Michel, 2016. "Influence measures and stability for graphical models," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 145-154.
- Kasy, Maximilian, 2011. "A nonparametric test for path dependence in discrete panel data," Economics Letters, Elsevier, vol. 113(2), pages 172-175.
- Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018.
"A quantile correlated random coefficients panel data model,"
Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers CWP34/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
- Xiaohui Yuan & Huixian Li & Tianqing Liu, 2021. "Empirical likelihood inference for rank regression with doubly truncated data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 25-73, March.
- Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018.
"Minimum Distance Estimation of Search Costs Using Price Distribution,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 658-671, October.
- Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2015. "Minimum Distance Estimation of Search Costs using Price Distribution," Working Papers, Department of Economics 2015_31, University of São Paulo (FEA-USP).
- Arie Beresteanu & Francesca Molinari, 2008.
"Asymptotic Properties for a Class of Partially Identified Models,"
Econometrica, Econometric Society, vol. 76(4), pages 763-814, July.
- Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-04, Duke University, Department of Economics.
- Arie Beresteanu & Francesca Molinari, 2006. "Asymptotic properties for a class of partially identified models," CeMMAP working papers CWP10/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-07, Cornell University, Center for Analytic Economics.
- Becheri, I.G., 2012. "Limiting experiments for panel-data and jump-diffusion models," Other publications TiSEM 7e53f6cf-fab1-4f86-9e5d-b, Tilburg University, School of Economics and Management.
- Matthew A. Masten & Alexandre Poirier, 2020.
"Inference on breakdown frontiers,"
Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
- Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers CWP20/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers 20/17, Institute for Fiscal Studies.
- Matthew A. Masten & Alexandre Poirier, 2017. "Inference on Breakdown Frontiers," Papers 1705.04765, arXiv.org, revised Feb 2019.
- Nikhil Agarwal & Eric Budish, 2021. "Market Design," NBER Working Papers 29367, National Bureau of Economic Research, Inc.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
- Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022.
"Partially Linear Models under Data Combination,"
Papers
2204.05175, arXiv.org, revised Aug 2023.
- D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2022. "Partially Linear Models under Data Combination," IZA Discussion Papers 15230, Institute of Labor Economics (IZA).
- Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," NBER Working Papers 29953, National Bureau of Economic Research, Inc.
- Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 475-493, June.
- Zhang, Feipeng & Xu, Yixiong & Fan, Caiyun, 2023. "Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Janys, Lena, 2017. "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168077, Verein für Socialpolitik / German Economic Association.
- Pierre L’Ecuyer & Florian Puchhammer & Amal Ben Abdellah, 2022. "Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1729-1748, May.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023.
"Amortized Neural Networks for Agent-Based Model Forecasting,"
Bank of Russia Working Paper Series
wps115, Bank of Russia.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
- Jean-François Coeurjolly, 2017. "Median-based estimation of the intensity of a spatial point process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 303-331, April.
- Linbo Wang & Eric Tchetgen Tchetgen & Torben Martinussen & Stijn Vansteelandt, 2023. "Instrumental variable estimation of the causal hazard ratio," Biometrics, The International Biometric Society, vol. 79(2), pages 539-550, June.
- Schweer, Sebastian & Wichelhaus, Cornelia, 2020. "Nonparametric estimation of the service time distribution in discrete-time queueing networks," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 4643-4666.
- Weihua Zhao & Weiping Zhang & Heng Lian, 2020. "Marginal quantile regression for varying coefficient models with longitudinal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 213-234, February.
- Anevski, Dragi, 2017. "Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 83-91.
- Guangxin Jiang & L. Jeff Hong & Barry L. Nelson, 2020. "Online Risk Monitoring Using Offline Simulation," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 356-375, April.
- Juan Fernández Sánchez & Wolfgang Trutschnig, 2015. "Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1311-1336, December.
- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"Indirect inference for dynamic panel models,"
Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
- Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.
- Christian Gouriéroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Development Economics Working Papers 22421, East Asian Bureau of Economic Research.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
- Yang Li & Hao Liu & Xiaoshen Wang & Wanzhu Tu, 2022. "Semi‐parametric time‐to‐event modelling of lengths of hospital stays," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1623-1647, November.
- Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020.
"Spanning analysis of stock market anomalies under prospect stochastic dominance,"
Working Papers
unige:134101, University of Geneva, Geneva School of Economics and Management.
- Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series 20-18, Swiss Finance Institute.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers 2004.02670, arXiv.org.
- Anshul Verma & Orazio Angelini & Tiziana Di Matteo, 2019. "A new set of cluster driven composite development indicators," Papers 1911.11226, arXiv.org, revised Mar 2020.
- Bryan S. Graham, 2017.
"An Econometric Model of Network Formation With Degree Heterogeneity,"
Econometrica, Econometric Society, vol. 85, pages 1033-1063, July.
- Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers CWP08/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Faugeras, Olivier P., 2013. "Sklar’s theorem derived using probabilistic continuation and two consistency results," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 271-277.
- Oliver Wichert & I. Gaia Becheri & Feike C. Drost & Ramon van den Akker, 2019. "Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing," Papers 1905.11184, arXiv.org.
- Weihuan Huang & Nifei Lin & L. Jeff Hong, 2022. "Monte-Carlo Estimation of CoVaR," Papers 2210.06148, arXiv.org.
- Thuong T. M. Nguyen, 2017. "A new approach to distribution free tests in contingency tables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 153-170, February.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
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