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6.Ordered Probit and Logit Models.rar
Ordered Probit and Logit Models - 197.82 KB
- 2022-2-2
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本附件包括：
- A Closed-Form Estimator for Quantile Treatment Effects with Endogeneity.pdf
- A General Double Robustness Result for Estimating Average Treatment Effects(2014).pdf
- A General Double Robustness Result for Estimating Average Treatment Effects(2016).pdf
- A model averaging approach for the ordered Probit and Nested Logit Models with Applications(supplementary materials).pdf
- A Model averaging approach for the ordered Probit and Nested Logit Models with Applications.pdf
- A Permutation Test for the Regression Kink Design.pdf
- A regression discontinuity evaluation of the policy effects of environmental regulations.pdf
- A Simple Way to Assess Inference Methods..pdf
- A Varying Coefficient Approach to Estimating Hedonic Housing Price Functions and their Quantiles.pdf
- An Automatic Finite_Sample Robustness Metric_Can Dropping a Little Data Change Conclusions.pdf
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls..pdf
- An Honest Approach to Parallel Trends.pdf
- Apollo.pdf
- applied micro-methods.pdf
- Approximate Permutation Tests and Induced Order Statistics.pdf
- Are Sufficient Statistics Necessary_Nonparametric Measurement of Deadweight Loss from Unemployment.pdf
- Average Gaps and Oaxaca–Blinder Decompositions_A Cautionary Tale about Regression Estimates of Racial Differences in Labor Market Outcomes..pdf
- Bartik Instruments_What, When, and How.pdf
- Bootstrap Inference for Propensity Score Matching..pdf
- Bootstrap Inference of Matching Estimators for Average Treatment Effects.pdf
- Broken or Fixed Effects.pdf
- Calonico, S., M. D. Cattaneo, and M. H. Farrell (2020). rdrobust.pdf
- Causal Inference _The Mixtape.pdf
- Channeling Fisher_Randomization Tests and the Statistical In significance of Seemingly Significant Experimental Results (2016).pdf
- Channeling Fisher_Randomization Tests and the Statistical In significance of Seemingly Significant Experimental Results (2019).pdf
- Cherry Picking with Synthetic Controls(2020).pdf
- Cherry Picking with Synthetic Controls（2017）.pdf
- Clustering and External Validity in Randomized Controlled Trials.pdf
- Conditional Quantile Estimators_A Small Sample Theory.pdf
- Consistency Without Inference_Instrumental Variables in Practical Application.pdf
- Correcting for Endogeneity in Models with Bunching.pdf
- Counterfactual Treatment Effects Estimation and Inference.pdf
- Decomposing Wage Distributions using Recentered Influence Function Regressions.pdf
- Design-Based Analysis in Difference-In-Differences Settings with Staggered Adoption.pdf
- Difference-in-Differences Estimation with Spatial Spillovers..pdf
- Difference-in-Differences with Multiple Time Periods.pdf
- Difference-in-Differences with Variation in Treatment Timing(2018 working paper).pdf
- Difference-in-Differences with Variation in Treatment Timing(2021).pdf
- Distributional Tests for Regression Discontinuity_Theory and Empirical Examples.pdf
- Do Fiscal Rules Matter_AER(2016).pdf
- Double Robustness in Estimation of Casual Treatment Effects(PPT).pdf
- Double-Robust Identification for Causal Panel Data Models.pdf
- Doubly Robust Difference-in-Differences Estimators.pdf
- Dynamic Bunching Estimation with Panel Data.pdf
- 76.2 MB
- 2021-9-7
- 200.79 KB
- 2021-1-8
- 208.1 KB
- 2020-6-25
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Automobile Ownership Analysis Using Ordered Probit Models.pdf
- 206.5 KB
- 2015-4-23
- 836.69 KB
- 2013-5-18
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悉尼大学计量经济荣誉学位讲座专题.rar
悉尼大学计量经济荣誉学位讲座本附件包括：- 12-ordered probit.pdf
- 9-Probit Model with endogeneity.pdf
- 10-Tobit most recent 2.pdf
- 11-Sample Selection Model modified.pdf
- 13-Delta Method.pdf
- 14-multinomial discrete.pdf
- 15-Mutinomial Logit Model with Endogeneity.pdf
- Practice questions.pdf
- sample.pdf
- Sample 2.pdf
- Sample Questions for Mid.pdf
- Suggested Answers for Selected Questions in the Midterm Exam.pdf
- 1-Endogeneity OLS&IV.pdf
- 2-Applications of IV .pdf
- 3-Heteroskedasticy-robust standard errors & Some Specification Tests.pdf
- 4-Panel Data Methods.pdf
- 5-Panel Data Methods Application (matched pair).pdf
- 6-Binary Choice Models.pdf
- 7-Numerical Optimization.pdf
- 8-Introduction to Gauss ECMT4030.pdf
- 2.93 MB
- 2010-6-25
- 4.67 MB
- 2010-5-19
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228565.pdf
[求助]请教如何编写Ordered probit model 的sas程序？ - 418.25 KB
- 2008-7-18
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169761.rar
[原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)本附件包括：- 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
- 19.A consistent characteristic function-based test for conditional independence.pdf
- 20.A goodness-of-fit test for ARCH(∞) models.pdf
- 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
- 22.Asymptotics for duration-driven long range dependent processes.pdf
- 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
- 24.A goodness-of-fit test for ARCH models.pdf
- 25.Discrete time duration models with group-level heterogeneity.pdf
- 26.Income distribution and inequality measurement- The problem of extreme values.pdf
- 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
- 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
- 30.Endogeneity in quantile regression models- A control function approach.pdf
- 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
- 32.Confidence sets for the date of a single break in linear time series regressions.pdf
- 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
- 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
- 35.Inverse probability weighted estimation for general missing data problems.pdf
- 36.A simple, robust and powerful test of the trend hypothesis.pdf
- 38.Nonstationarity-extended local Whittle estimation.pdf
- 37.A theory of robust long-run variance estimation.pdf
- 39.Efficient high-dimensional importance sampling.pdf
- 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
- 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
- 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
- 43.Error in contents listing of Special issue.pdf
- 1.Editorial Board.pdf
- 2.Realized range-based estimation of integrated variance.pdf
- 3.Instrumental variable estimation based on conditional median restriction.pdf
- 4.Generalized R-estimators under conditional heteroscedasticity.pdf
- 5.Incidental trends and the power of panel unit root tests.pdf
- 6.Non-parametric estimation of sequential english auctions.pdf
- 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
- 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
- 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
- 10.Efficient tests of the seasonal unit root hypothesis.pdf
- 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
- 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
- 13.Online forecast combinations of distributions- Worst case bounds.pdf
- 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
- 15.Masking identification of discrete choice models under simulation methods.pdf
- 16.A smoothed least squares estimator for threshold regression models.pdf
- 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
- 18.Endogenous selection or treatment model estimation.pdf
- 13.96 MB
- 2007-11-3
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