Double/debiased machine learning for logistic partially linear model.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 559, doi. 10.1093/ectj/utab019
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2021 AND VI 24 AND IP 3
Results: 12
1
2
Computing moment inequality models using constrained optimization.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 399, doi. 10.1093/ectj/utab014
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- Publication type:
- Article
3
Exact computation of maximum rank correlation estimator.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 589, doi. 10.1093/ectj/utab013
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- Publication type:
- Article
4
Sparse covariance estimation in logit mixture models.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 377, doi. 10.1093/ectj/utab008
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- Publication type:
- Article
5
The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 353, doi. 10.1093/ectj/utab006
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- Publication type:
- Article
6
Unifying inference for semiparametric regression.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 482, doi. 10.1093/ectj/utab005
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- Publication type:
- Article
7
Partial effects in non-linear panel data models with correlated random effects.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 519, doi. 10.1093/ectj/utab004
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- Publication type:
- Article
8
On unit free assessment of the extent of multilateral distributional variation.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 502, doi. 10.1093/ectj/utab003
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- Publication type:
- Article
9
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 536, doi. 10.1093/ectj/utab002
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- Publication type:
- Article
10
Large mixed-frequency VARs with a parsimonious time-varying parameter structure.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 442, doi. 10.1093/ectj/utab001
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- Publication type:
- Article
11
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 417, doi. 10.1093/ectj/utaa036
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- Publication type:
- Article
12
Panel kink threshold regression model with a covariate-dependent threshold.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 3, p. 462, doi. 10.1093/ectj/utaa035
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- Publication type:
- Article