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Effective nonparametric estimation in the case of severely discretized data

  • Coppejans, Mark
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-48J467X-2/2/f459a4e8b4ebf805bfe89621650c8e05
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 117 (2003)
    Issue (Month): 2 (December)
    Pages: 331-367

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    Handle: RePEc:eee:econom:v:117:y:2003:i:2:p:331-367
    Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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    1. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    2. Charles F. Manski & Elie Tamer, 2002. "Inference on Regressions with Interval Data on a Regressor or Outcome," Econometrica, Econometric Society, vol. 70(2), pages 519-546, March.
    3. Delgado, Miguel A & Mora, Juan, 1995. "Nonparametric and Semiparametric Estimation with Discrete Regressors," Econometrica, Econometric Society, vol. 63(6), pages 1477-84, November.
    4. James H. Stock, 1991. "Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series," NBER Technical Working Papers 0105, National Bureau of Economic Research, Inc.
    5. Racine, Jeff & Li, Qi, 2004. "Nonparametric estimation of regression functions with both categorical and continuous data," Journal of Econometrics, Elsevier, vol. 119(1), pages 99-130, March.
    6. Horowitz, Joel L & Manski, Charles F, 1995. "Identification and Robustness with Contaminated and Corrupted Data," Econometrica, Econometric Society, vol. 63(2), pages 281-302, March.
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