Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
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DOI: 10.1016/j.jeconom.2016.09.003
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Cited by:
- Giorgio Calzolari & Antonino Di Pino, 2017.
"Self-selection and direct estimation of across-regime correlation parameter,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2142-2160, September.
- Calzolari, Giorgio & Di Pino, Antonino, 2009. "Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables," MPRA Paper 22984, University Library of Munich, Germany.
- Giorgio Calzolari & Antonino Di Pino, 2014. "Self-Selection and Direct Estimation of Across-Regime Correlation Parameter," Econometrics Working Papers Archive 2014_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
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More about this item
Keywords
Boundary; Confidence set; Constrained estimation; Interior; Partial identification;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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