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47 Nakhimovsky Prospekt
Massachusetts Institute of Technology (MIT) - Department of Economics
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Conditional Quantiles, Quantile Regression, Extreme Quantiles, Extreme Value Theory, Extreme Risk
Laplace, Bayes, Markov Chain Monte Carlo, GMM, Instrumental Regression, Censored Quantile Regression, Instrumental Quantile Regression, Empirical Likelihood, Value-at-Risk
Extremes, Quantiles, Regression, Value-at-risk, Extremal Bootstrap
bootstrap, subsampling, quantile regression, quantile regression process, Kolmogorov-Smirnov test, unemployment duration
Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression
residual inequality, income distribution, conditional quantiles
Extreme Value Theory, Structural Econometric Model, Auctions, Job Search, Highway Procurement Auction, Likelihood, Point Process, Stochastic Equisemicontinuity
Quantile regression, extreme value theory, tail analysis, (S,s) models, auctions, price search, Extreme Risk
asymptotic disagreement, Bayesian learning, merging of opinions
Policy effects, counterfactual distribution, quantile regression, duration regression, distribution regression
Quantile regression, median regression, censoring, duration, survival, classification, discriminant analysis
Quantile Regression, Instrumental Quantile Regression, Treatment Effects, Endogeneity, Stochastic Dominance, Hausman Test, Supply-Demand Equations, Returns to Education
Set estimator, contour sets, moment inequalities, moment equalities
Hedonic equilibrium, nonparametric identification, multidimensional unobserved heterogeneity, optimal transport
Nonparametric Quantile Regression, Instrumental Variable, Ill-Posed Inverse Problems, Tikhonov Regularization, Nonlinear Pricing Curve.
Edgeworth expansion, Cornish-Fisher expansion, rearrangement
Bayesian Infrence, Frequentist Properties
Likelihood Principle, Point Process, Frequentist Validity, Posterior, Structural Econometric Model, Auctions, Equilibrium Search, Production Frontier
Quantile regression, Monotonicity, Rearrangement, Approximation, Functional Delta Method, Hadamard Differentiability of Rearrangement Operators
Instrumental Variables, Regression, Inference
lasso, ols post lasso, post-model-selection estimators
Identification, Local identification, Nonparametric models, Asset pricing
Monotone function, improved estimation, improved inference, multivariate rearrangement, univariate rearrangement, Lorentz inequalities, growth chart, quantile regression, mean regression, series, locally linear, kernel methods
treatment effects, partially linear model, high-dimensional-sparse regression, inference under imperfect model selection, uniformly valid inference after model selection
Neyman, orthogonalization, C(α) statistics, post-selection and post-regularization inference, general framework
Instrumental Variables, Optimal Instruments, LASSO, Post-LASSO, Sparsity, Eminent Domain, Data-Driven Penalty, Heteroscedasticity, Non-Gaussian Errors, Moderate Deviations for Self-Normalized Sums
Censored, Quantile, Instrumental variable, Censoring, Endogeneity, Engel curve, Alcohol
Computational Complexity, Metropolis, Large Samples, Sampling, Integration, Exponential family, Moment restrictions
median regression, quantile regression, sparse models
Quantile Regression, Feasible Inference, Extreme Value Theory
quantile regression series processes, uniform inference
high-dimensional models, penalization, shrinkage, non-sparse signal recovery
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research methods, covariate, regression, variable selection, confound, omitted variable bias
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Bernstein–Von Mises theorems, Curved exponential family, Increasing dimensions, Multinomial model with moment restrictions, Multivariate linear models, Seemingly unrelated regression, Single‐equation structural equations
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