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Using mixtures in econometric models: a brief review and some new results

Citations

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Cited by:

  1. Hoshino Tadao & Yanagi Takahide, 2022. "Estimating marginal treatment effects under unobserved group heterogeneity," Journal of Causal Inference, De Gruyter, vol. 10(1), pages 197-216, January.
  2. Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique, 2025. "Score-type tests for normal mixtures," Journal of Econometrics, Elsevier, vol. 248(C).
  3. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers 24-030/III, Tinbergen Institute.
  4. Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
  5. Hiroko Araki & Juan Nelson Martinez Dahbura, 2021. "The Heterogeneous Relationship Between Financial Education and Investment Behavior in Japan," Keio-IES Discussion Paper Series 2021-018, Institute for Economics Studies, Keio University.
  6. Philip A Haile & Yuichi Kitamura, 2019. "Unobserved heterogeneity in auctions," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-19.
  7. Galina Besstremyannaya & Richard Dasher & Egor Ganaga, 2024. "Consumer heterogeneity and the use of cashless payments in Japan in 2007–2020: a latent class approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 75, pages 33-53.
  8. Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
  9. Fan Wu & Yi Xin, 2024. "Estimating Nonseparable Selection Models: A Functional Contraction Approach," Papers 2411.01799, arXiv.org, revised Dec 2025.
  10. Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024. "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2024_04, Universidad Torcuato Di Tella.
  11. Meager, Rachael, 2022. "Aggregating distributional treatment effects: a Bayesian hierarchical analysis of the microcredit literature," LSE Research Online Documents on Economics 115559, London School of Economics and Political Science, LSE Library.
  12. Emmanuel Guerre & Yao Luo, 2019. "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers 1908.05476, arXiv.org, revised Dec 2024.
  13. Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
  14. Schennach, Susanne M., 2020. "Mismeasured and unobserved variables," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 487-565, Elsevier.
  15. Konstantin T. Matchev & Prasanth Shyamsundar, 2020. "InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification," Papers 2009.00131, arXiv.org.
  16. Cremaschini, Alessandro & Maruotti, Antonello, 2023. "A finite mixture analysis of structural breaks in the G-7 gross domestic product series," Research in Economics, Elsevier, vol. 77(1), pages 76-90.
  17. Lara Delsalle & Oleksii Birulin, 2024. "Family-oriented versus career seekers: mixture regression separation," Empirical Economics, Springer, vol. 67(1), pages 313-335, July.
  18. Drachal, Krzysztof, 2021. "Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures," Energy Economics, Elsevier, vol. 99(C).
  19. Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024. "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," Papers 2402.08575, arXiv.org, revised Jun 2025.
  20. Djeutem, Edouard & Dunbar, Geoffrey R., 2022. "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, vol. 128(C).
  21. Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024. "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," Working Papers No 03/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  22. Marilena Furno, 2023. "Computing Finite Mixture Estimators in the Tails," Journal of Classification, Springer;The Classification Society, vol. 40(2), pages 267-297, July.
  23. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024. "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers 24-074/III, Tinbergen Institute.
  24. Erhao Xie, 2018. "Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours," Staff Working Papers 18-60, Bank of Canada.
  25. Lloyd-Jones, Luke R. & Nguyen, Hien D. & McLachlan, Geoffrey J., 2018. "A globally convergent algorithm for lasso-penalized mixture of linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 19-38.
  26. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
  27. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
  28. Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.
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