Cover Image

New possibilities in identification of binary choice models with fixed effects

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Zhu, Yinchu
Format:	Preprint
Published:	2022
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Semidiscrete optimal transport with unknown costs
by: Zhu, Yinchu, et al.
Published: (2023)

Minimax Semiparametric Learning With Approximate Sparsity
by: Bradic, Jelena, et al.
Published: (2019)

A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
by: Bucci, Andrea
Published: (2024)

Data-driven fixed-point tuning for truncated realized variations
by: Boniece, B. Cooper, et al.
Published: (2023)

Limit theorems of matching estimators with a fixed number of matches
by: Chen, Songliang, et al.
Published: (2024)

Grouped fixed effects regularization for binary choice models
by: Pigini, Claudia, et al.
Published: (2025)

Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)

New robust inference for predictive regressions
by: Ibragimov, Rustam, et al.
Published: (2020)

Inference on effect size after multiple hypothesis testing
by: Dzemski, Andreas, et al.
Published: (2025)

A New Design-Based Variance Estimator for Finely Stratified Experiments
by: Bai, Yuehao, et al.
Published: (2025)

An unbounded intensity model for point processes
by: Christensen, Kim, et al.
Published: (2024)

Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis
by: Rui, Cui, et al.
Published: (2024)

A sliced Wasserstein and diffusion approach to random coefficient models
by: Lim, Keunwoo, et al.
Published: (2025)

Testing for sparse idiosyncratic components in factor-augmented regression models
by: Beyhum, Jad, et al.
Published: (2023)

Inference in partially identified moment models via regularized optimal transport
by: Franguridi, Grigory, et al.
Published: (2025)

Optimal testing in a class of nonregular models
by: Shimizu, Yuya, et al.
Published: (2024)

On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)

Large sample properties of GMM estimators under second-order identification
by: Kruiniger, Hugo
Published: (2023)

Debiasing and $t$-tests for synthetic control inference on average causal effects
by: Chernozhukov, Victor, et al.
Published: (2018)

Dynamic treatment effects: high-dimensional inference under model misspecification
by: Zhang, Yuqian, et al.
Published: (2021)

A Consistent ICM-based $χ^2$ Specification Test
by: Jiang, Feiyu, et al.
Published: (2022)

Encompassing Tests for Nonparametric Regressions
by: Lapenta, Elia, et al.
Published: (2022)

A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
by: Reichold, Karsten, et al.
Published: (2022)

Identification and Statistical Decision Theory
by: Manski, Charles F.
Published: (2022)

Conditional Likelihood Ratio Test with Many Weak Instruments
by: Ayyar, Sreevidya, et al.
Published: (2022)

Shrinkage Methods for Treatment Choice
by: Ishihara, Takuya, et al.
Published: (2022)

A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by: Reichold, Karsten
Published: (2022)

Trading-off Bias and Variance When the Size of the Treatment Effect is Bounded
by: de Chaisemartin, Clément
Published: (2021)

Normal Approximation in Large Network Models
by: Leung, Michael P., et al.
Published: (2019)

Efficient Difference-in-Differences and Event Study Estimators
by: Chen, Xiaohong, et al.
Published: (2025)

Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
by: Li, Degui, et al.
Published: (2025)

Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
by: Chiang, Harold D., et al.
Published: (2026)

Fixed-order PCA: Theory for Overestimated Factor Models
by: Liao, Yuan, et al.
Published: (2026)

Inference in Experiments with Matched Pairs and Imperfect Compliance
by: Bai, Yuehao, et al.
Published: (2023)

Convolution-t Distributions
by: Hansen, Peter Reinhard, et al.
Published: (2024)

Generalized Autoregressive Multivariate Models: From Binary to Poisson
by: Bykhovskaya, Anna, et al.
Published: (2026)

Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps
by: Boniece, B. Cooper, et al.
Published: (2025)

Robust Cauchy-Based Methods for Predictive Regressions
by: Ibragimov, Rustam, et al.
Published: (2025)

Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by: Krabbe, Frederik
Published: (2024)

A nonparametric test for diurnal variation in spot correlation processes
by: Christensen, Kim, et al.
Published: (2024)