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Massachusetts Institute of Technology (MIT) - Department of Economics
National Bureau of Economic Research (NBER)
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Nonparametric Estimation, Imputation, Mean Squared Error, Order Selection
GMM, Continuous Updating, Many Moments, Variance
Identification, Local identification, Nonparametric models, Asset pricing
nonlinear budget sets, nonparametric estimation, heterogeneous preferences, taxable income, revealed stochastic preference
nonlinear budget sets, nonparametric estimation, additive models, heterogeneous
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endogeneity, instrumental variables, jackknife estimation, many moments, Hausman (1978) test
endogeneity, instrumental variables, jackknife estimation, many moments, existence of moments
heteroskedasticity, instrumental variables, jackknife estimation, many instruments, weak instruments
Instrumental Variables, Jackknife, Many Instruments, Heteroskedasticity
File name: ectj.
Nonlinear budget sets, nonparametric estimation, additive models
Efficiency, Two-Step Estimation, Sample Selection Models, Semiparametric Estimation
Nonlinear regression, errors-in-variables, simulated moments
Instrument choice, optimal instrument variables: LIML, 2SLS
Sample selection models, semiparametric estimation, srieds estimation, two-step estimation
Censored Regression, Truncated Regression, Semiparametric Estimation
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