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Citations for "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables"

by Arthur Lewbel

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  1. Nese Yildiz, 2012. "Estimation of Binary Choice Models with Linear Index and Dummy Endogenous Variables," Koç University-TUSIAD Economic Research Forum Working Papers 1202, Koc University-TUSIAD Economic Research Forum.
  2. Patrik Guggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Magnac, Thierry & Maurin, Eric, 2004. "Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data," IDEI Working Papers 280, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jan 2005.
  4. Marta RUBIO CODINA & Pierre DUBOIS, 2012. "Child Care Provision : Semiparametric Evidence from a Randomized Experiment in Mexico," Annales d'Economie et de Statistique, ENSAE, issue 105-106, pages 8.
  5. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
  6. Steven T. Berry & Philip Haile, 2010. "Identification in Differentiated Products Markets Using Market Level Data," Cowles Foundation Discussion Papers 1744, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
  7. Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011. "Identification of Insurance Models with Multidimensional Screening," ANU Working Papers in Economics and Econometrics 2011-538, Australian National University, College of Business and Economics, School of Economics.
  8. Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
  9. Andrew Chesher & Adam M. Rosen & Konrad Smolinski, 2013. "An instrumental variable model of multiple discrete choice," Quantitative Economics, Econometric Society, vol. 4(2), pages 157-196, 07.
  10. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
  11. Arthur Lewbel, 2005. "Simple Endogenous Binary Choice and Selection Panel Model Estimators," Boston College Working Papers in Economics 613, Boston College Department of Economics, revised 04 Sep 2006.
  12. Honore, Bo E. & Hu, Luojia, 2004. "Estimation of cross sectional and panel data censored regression models with endogeneity," Journal of Econometrics, Elsevier, vol. 122(2), pages 293-316, October.
  13. Lewbel, Arthur & McFadden, Daniel & Linton, Oliver, 2011. "Estimating features of a distribution from binomial data," Journal of Econometrics, Elsevier, vol. 162(2), pages 170-188, June.
  14. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Econometrica, Econometric Society, vol. 80(3), pages 1129-1155, 05.
  15. Goux, Dominique & Maurin, Eric, 2003. "The Effects of Overcrowded Housing on Children's Performance at School," CEPR Discussion Papers 3818, C.E.P.R. Discussion Papers.
  16. Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Stewart, Mark B., 2005. "A comparison of semiparametric estimators for the ordered response model," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 555-573, April.
  18. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
  19. Jeremy Fox & Natalia Lazzati, 2013. "Identification of discrete choice models for bundles and binary games," CeMMAP working papers CWP04/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Debopam Bhattacharya, 2013. "Nonparametric Welfare Analysis for Discrete Choice," Economics Series Working Papers 669, University of Oxford, Department of Economics.
  21. Daisuke Fukuda & Tetsuo Yai, 2010. "Semiparametric specification of the utility function in a travel mode choice model," Transportation, Springer, vol. 37(2), pages 221-238, March.
  22. Riddel, Mary, 2011. "Uncertainty and measurement error in welfare models for risk changes," Journal of Environmental Economics and Management, Elsevier, vol. 61(3), pages 341-354, May.
  23. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355, April.
  24. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  25. Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University.
  26. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(04), pages 769-803, August.
  27. Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
  28. Lucchetti, Riccardo, 2002. "Inconsistency of naive GMM estimation for QR models with endogenous regressors," Economics Letters, Elsevier, vol. 75(2), pages 179-185, April.
  29. Shakeeb Khan & Arthur Lewbel, 2002. "Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," Boston College Working Papers in Economics 525, Boston College Department of Economics, revised 04 Sep 2006.
  30. James J. Heckman & Salvador Navarro, 2005. "Dynamic Discrete Choice and Dynamic Treatment Effects," NBER Technical Working Papers 0316, National Bureau of Economic Research, Inc.
  31. Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  32. Yingying Dong & Arthur Lewbel, 2012. "Simple Estimators for Binary Choice Models with Endogenous Regressors," Working Papers 111204, University of California-Irvine, Department of Economics.
  33. Klein, T.J., 2008. "Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?," Discussion Paper 2008-45, Tilburg University, Center for Economic Research.
  34. repec:ebl:ecbull:v:3:y:2008:i:48:p:1-6 is not listed on IDEAS
  35. Andrew Chesher, 2011. "Semiparametric structural models of binary response: shape restrictions and partial identification," CeMMAP working papers CWP31/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Arthur Lewbel, 2006. "Modeling Heterogeneity," Boston College Working Papers in Economics 650, Boston College Department of Economics.
  37. Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "The Random Coefficients Logit Model Is Identified," NBER Working Papers 14934, National Bureau of Economic Research, Inc.
  38. Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo, 2008. "A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters," Econometric Theory, Cambridge University Press, vol. 24(06), pages 1717-1728, December.
  39. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
  40. Aradillas-Lopez, Andres, 2010. "Semiparametric estimation of a simultaneous game with incomplete information," Journal of Econometrics, Elsevier, vol. 157(2), pages 409-431, August.
  41. Laurent Davezies & Xavier D'Haultfoeuille & Denis Fougère, 2009. "Identification of peer effects using group size variation," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 397-413, November.
  42. Gignoux, Jérémie, 2006. "Évaluations ex ante et ex post d'un programme d'allocations scolaires conditionnées au Mexique," Economics Papers from University Paris Dauphine 123456789/13658, Paris Dauphine University.
  43. Itai Sher & Jeremy T. Fox & Kyoo il Kim & Patrick Bajari, 2011. "Partial Identification of Heterogeneity in Preference Orderings Over Discrete Choices," NBER Working Papers 17346, National Bureau of Economic Research, Inc.
  44. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
  45. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2012. "n-uniformly consistent density estimation in nonparametric regression models," Journal of Econometrics, Elsevier, vol. 167(2), pages 305-316.
  46. Paxton, Julia & Thraen, Cameron, 2003. "An application of Mean-Covariance Structure Models for the analysis of group lending behavior," Journal of Policy Modeling, Elsevier, vol. 25(9), pages 863-868, December.
  47. Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  48. Francisco Alvarez-Cuadrado, 2006. "Improving The Efficiency And Robustness Of The Smoothed Maximum Score Estimator," Departmental Working Papers 2004-01, McGill University, Department of Economics.
  49. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
  50. Bo E. Honore & Arthur Lewbel, 2002. "Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors," Econometrica, Econometric Society, vol. 70(5), pages 2053-2063, September.
  51. Maurin, Eric, 2002. "The impact of parental income on early schooling transitions: A re-examination using data over three generations," Journal of Public Economics, Elsevier, vol. 85(3), pages 301-332, September.
  52. Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series /2000/389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  53. Jeremy T. Fox & Natalia Lazzati, 2012. "Identification of Potential Games and Demand Models for Bundles," NBER Working Papers 18155, National Bureau of Economic Research, Inc.
  54. Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
  55. Luis Cabral & Ben Polak, 2007. "Dominant Firms, Imitation, and Incentives to Innovate," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
  56. Nikhil Agarwal & Paulo Somaini, 2014. "Demand Analysis using Strategic Reports: An application to a school choice mechanism," NBER Working Papers 20775, National Bureau of Economic Research, Inc.
  57. Atila Abdulkadiroğlu & Nikhil Agarwal & Parag A. Pathak, 2015. "The Welfare Effects of Coordinated Assignment: Evidence from the NYC HS Match," NBER Working Papers 21046, National Bureau of Economic Research, Inc.
  58. Patrick Eozenou, 2009. "The Determinants of Private Transfers in Rural Vietnam," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
  59. D’Haultfoeuille, Xavier, 2011. "On The Completeness Condition In Nonparametric Instrumental Problems," Econometric Theory, Cambridge University Press, vol. 27(03), pages 460-471, June.
  60. Lewbel, Arthur & Schennach, Susanne M., 2007. "A simple ordered data estimator for inverse density weighted expectations," Journal of Econometrics, Elsevier, vol. 136(1), pages 189-211, January.
  61. Thum, Anna-Elisabeth, 2013. "Psychology in econometric models: conceptual and methodological foundations," MPRA Paper 52293, University Library of Munich, Germany.
  62. Jeremy T. Fox, 2009. "Identification in Matching Games," NBER Working Papers 15092, National Bureau of Economic Research, Inc.
  63. Andrew Chesher, 2005. "Identification with excess heterogeneity," CeMMAP working papers CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  64. Arthur Lewbel, 2002. "Ordered Response Threshold Estimation," Boston College Working Papers in Economics 535, Boston College Department of Economics, revised 29 Oct 2003.
  65. Yingying Dong & Arthur Lewbel & Thomas Tao Yang, 2012. "Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 789, Boston College Department of Economics, revised 15 May 2012.
  66. Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
  67. Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2015. "A Simple Identification Strategy for Gary Becker's Time Allocation Model," Working Papers ECARES ECARES 2015-10, ULB -- Universite Libre de Bruxelles.
  68. Caterina Calsamiglia & Chao Fu & Maia Güell, 2014. "Structural Estimation of a Model of School Choices: the Boston Mechanism vs. Its Alternatives," Working Papers 2014-21, FEDEA.
  69. Giuseppe De Luca & Valeria Perotti, 2010. "Estimation of ordered response models with sample selection," CEIS Research Paper 168, Tor Vergata University, CEIS, revised 03 Jun 2010.
  70. Denis Cogneau & Yannick Dupraz, 2014. "Questionable Inference on the Power of Pre-Colonial Institutions in Africa," PSE Working Papers halshs-01018548, HAL.
  71. Arthur Lewbel & Susanne M. Schennach, 2003. "A Simple Ordered Data Estimator For Inverse Density Weighted Functions," Boston College Working Papers in Economics 557, Boston College Department of Economics, revised 01 May 2005.
  72. Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  73. Fahs, Rafic & Cardell, N. Scott & Mittelhammer, Ronald C., 2001. "Semiparametric Estimation and Inference in Multinomial Choice Models," 2001 Annual meeting, August 5-8, Chicago, IL 20742, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  74. Rothe, Christoph, 2009. "Semiparametric estimation of binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 153(1), pages 51-64, November.
  75. Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
  76. Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
  77. Alban Thomas, 2002. "Consistent estimation of discrete-choice models for panel data with multiplicative effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-2, International Conferences on Panel Data.
  78. Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September.
  79. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 809-829, August.
  80. Hong, Han & Tamer, Elie, 2003. "Endogenous binary choice model with median restrictions," Economics Letters, Elsevier, vol. 80(2), pages 219-225, August.
  81. Jerome M. Krief, . "Kernel Weighted Smoothed Maximum Score Estimation for Applied Work," Departmental Working Papers 2011-07, Department of Economics, Louisiana State University.
  82. Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
  83. Laurent Davezies & Xavier d'Haultfoeuille & Denis Fougère, 2007. "Identification of Peer Using Group Size Variation," Working Papers 2007-34, Centre de Recherche en Economie et Statistique.
  84. Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc.
  85. Hoshino, Tadao, 2013. "Partial identification in binary response models with nonignorable nonresponses," Economics Letters, Elsevier, vol. 121(1), pages 74-78.
  86. Arthur Lewbel & Linton, Oliver Linton, 1998. "Nonparametric Censored Regression," Cowles Foundation Discussion Papers 1186, Cowles Foundation for Research in Economics, Yale University.
  87. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
  88. Rohlfs, Chris & Sullivan, Ryan & Kniesner, Thomas J., 2013. "Hedonic Estimation under Very General Conditions Using Experimental and Quasi-Experimental Designs," IZA Discussion Papers 7554, Institute for the Study of Labor (IZA).
  89. Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
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