Results 71 to 80 of about 58,855 (160)
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 45-56, February 2026.ABSTRACT For binary outcome models, an endogeneity correction based on nonlinear rank‐based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: Either the endogenous regressor is a nonlinear function of one component of the error term, conditional on the exogenous regressors, or the ...
Alexander Mayer, Dominik Wied
wiley +1 more source
Deductive semiparametric estimation in Double-Sampling Designs with application to PEPFAR
, 2019 Non-ignorable dropout is common in studies with long follow-up time, and it can bias study results unless handled carefully. A double-sampling design allocates additional resources to pursue a subsample of the dropouts and find out their outcomes, which ...
Frangakis, Constantine +2 more
core
The World Economy, Volume 49, Issue 2, Page 321-345, February 2026.ABSTRACT We address two important sources of bias that remain unaccounted for in most analyses of firm‐level productivity and trade policy; that is, omitted output price bias and demand shocks. Using firm‐level data that includes product‐level price and physical output measures, we mitigate the omitted output price bias typically encountered when using
Nida Jamil +2 more
wiley +1 more source
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) [PDF]
Semiparametric estimates of long memory seem useful in the analysis of long financial time series because they are consistent under much broader conditions than parametric estimates.
Marc Henry, Peter M Robinson
core
Estimation of Copula-Based Semiparametric Time Series Models [PDF]
This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Xiaohong Chen, Yanqin Fan
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Mixture of Regression Models with Single-Index
, 2016 In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed model. However,
Xiang, Sijia, Yao, Weixin
core
Moment Restriction-based Econometric Methods: An Overview [PDF]
Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities.
Michael McAleer +2 more
core +3 more sources
Searching for an Environmental Kuznets Curve in Carbon Dioxide Pollutant in Latin American Countries [PDF]
This study utilized a semiparametric panel model to estimate environmental Kuznets curves (EKC) for carbon dioxide (CO2) in 15 Latin American countries, using hitherto unused data on forestry acreage in each country.
Bhattarai, Keshav +2 more
core +1 more source
Semiparametric Estimation of Consumer Demand Systems with Micro Data [PDF]
This article proposes a semiparametric two-step procedure for estimating a censored consumer demand system with micro data. The semiparametric estimator considered in the first step is suggested by Klein and Spady (1993).
Sam, Abdoul G., Zheng, Yi
core +1 more source