Saved in:
| Main Authors: | Mosaferi, Sepideh, Kaiser, Mark S. |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2111.00972 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
by: Centorrino, Samuele, et al.
Published: (2019)
by: Centorrino, Samuele, et al.
Published: (2019)
A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by: Reichold, Karsten
Published: (2022)
by: Reichold, Karsten
Published: (2022)
The Cointegrated Matrix Autoregressive Model
by: Lopetuso, Emanuele, et al.
Published: (2026)
by: Lopetuso, Emanuele, et al.
Published: (2026)
A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
by: Reichold, Karsten, et al.
Published: (2022)
by: Reichold, Karsten, et al.
Published: (2022)
Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)
by: Gonzalo, Jesus, et al.
Published: (2025)
Testing for Nonlinear Cointegration under Heteroskedasticity
by: Hanck, Christoph, et al.
Published: (2021)
by: Hanck, Christoph, et al.
Published: (2021)
Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity
by: Wang, Xi
Published: (2026)
by: Wang, Xi
Published: (2026)
Endogenous Quantile Regression with Measurement Error in Dependent Variable
by: Su, Xuanjing
Published: (2026)
by: Su, Xuanjing
Published: (2026)
Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
by: Reichold, Karsten, et al.
Published: (2025)
by: Reichold, Karsten, et al.
Published: (2025)
Nonparametric Regression under Cluster Sampling
by: Shimizu, Yuya
Published: (2024)
by: Shimizu, Yuya
Published: (2024)
Encompassing Tests for Nonparametric Regressions
by: Lapenta, Elia, et al.
Published: (2022)
by: Lapenta, Elia, et al.
Published: (2022)
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series
by: Hecq, Alain, et al.
Published: (2024)
by: Hecq, Alain, et al.
Published: (2024)
Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
by: Gao, Zhan, et al.
Published: (2024)
by: Gao, Zhan, et al.
Published: (2024)
On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
by: Fang, Qin, et al.
Published: (2025)
by: Fang, Qin, et al.
Published: (2025)
Nested Nonparametric Instrumental Variable Regression
by: Meza, Isaac, et al.
Published: (2021)
by: Meza, Isaac, et al.
Published: (2021)
Conformal Prediction for Nonparametric Instrumental Regression
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
by: Li, Degui, et al.
Published: (2025)
by: Li, Degui, et al.
Published: (2025)
Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
by: Bykhovskaya, Anna, et al.
Published: (2025)
by: Bykhovskaya, Anna, et al.
Published: (2025)
Nonparametric Identification and Estimation of Production Functions Invariant to Productivity Dynamics
by: Utamaru, Rentaro
Published: (2026)
by: Utamaru, Rentaro
Published: (2026)
Social Interactions in Endogenous Groups
by: Sheng, Shuyang, et al.
Published: (2023)
by: Sheng, Shuyang, et al.
Published: (2023)
Endogenous Interference in Randomized Experiments
by: Gao, Mengsi
Published: (2024)
by: Gao, Mengsi
Published: (2024)
Endogenous Heteroskedasticity in Linear Models
by: Alejo, Javier, et al.
Published: (2024)
by: Alejo, Javier, et al.
Published: (2024)
Interacting Treatments with Endogenous Takeup
by: Kormos, Mate, et al.
Published: (2023)
by: Kormos, Mate, et al.
Published: (2023)
Transformers Handle Endogeneity in In-Context Linear Regression
by: Liang, Haodong, et al.
Published: (2024)
by: Liang, Haodong, et al.
Published: (2024)
Identification of Average Responses with Endogenous Controls
by: Chen, Kaicheng, et al.
Published: (2024)
by: Chen, Kaicheng, et al.
Published: (2024)
Nonparametric Bayesian Policy Learning
by: Ye, Haonan
Published: (2026)
by: Ye, Haonan
Published: (2026)
Nonparametric Testability of Slutsky Symmetry
by: Gunsilius, Florian, et al.
Published: (2025)
by: Gunsilius, Florian, et al.
Published: (2025)
Debiased Nonparametric Regression for Statistical Inference and Distributionally Robustness
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Nonparametric "rich covariates" without saturation
by: Glorias, Ludgero, et al.
Published: (2025)
by: Glorias, Ludgero, et al.
Published: (2025)
Policy Learning under Endogeneity Using Instrumental Variables
by: Liu, Yan
Published: (2022)
by: Liu, Yan
Published: (2022)
Marginal Effects for Probit and Tobit with Endogeneity
by: Evdokimov, Kirill S., et al.
Published: (2023)
by: Evdokimov, Kirill S., et al.
Published: (2023)
Penalized GMM Framework for Inference on Functionals of Nonparametric Instrumental Variable Estimators
by: Bakhitov, Edvard
Published: (2026)
by: Bakhitov, Edvard
Published: (2026)
Fused LASSO as Non-Crossing Quantile Regression
by: Szendrei, Tibor, et al.
Published: (2024)
by: Szendrei, Tibor, et al.
Published: (2024)
Nonparametric inference on counterfactuals in first-price auctions
by: Andreyanov, Pasha, et al.
Published: (2021)
by: Andreyanov, Pasha, et al.
Published: (2021)
Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax
by: Sun, Tao
Published: (2024)
by: Sun, Tao
Published: (2024)
Identification and Estimation of Demand Models with Endogenous Product Entry and Exit
by: Aguirregabiria, Victor, et al.
Published: (2023)
by: Aguirregabiria, Victor, et al.
Published: (2023)
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
by: Yang, Parley R, et al.
Published: (2024)
by: Yang, Parley R, et al.
Published: (2024)
Interacting Treatments With Endogenous Takeup
by: Máté Kormos, et al.
Published: (2025)
by: Máté Kormos, et al.
Published: (2025)
Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
by: Evdokimov, Kirill S., et al.
Published: (2024)
by: Evdokimov, Kirill S., et al.
Published: (2024)
Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility
by: Choi, Sung Hoon, et al.
Published: (2025)
by: Choi, Sung Hoon, et al.
Published: (2025)
Similar Items
-
Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
by: Centorrino, Samuele, et al.
Published: (2019) -
A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by: Reichold, Karsten
Published: (2022) -
The Cointegrated Matrix Autoregressive Model
by: Lopetuso, Emanuele, et al.
Published: (2026) -
A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
by: Reichold, Karsten, et al.
Published: (2022) -
Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)