Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Stouli, Sami"'
Autor:
Spady, Richard, Stouli, Sami
Conditional distribution functions are important statistical objects for the analysis of a wide class of problems in econometrics and statistics. We propose flexible Gaussian representations for conditional distribution functions and give a concave l
Externí odkaz:
http://arxiv.org/abs/2011.06416
Autor:
Newey, Whitney K., Stouli, Sami
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable repres
Externí odkaz:
http://arxiv.org/abs/2009.02314
Autor:
Newey, Whitney K., Stouli, Sami
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider heterogenous coefficients models where the outcome is a linear combination of known functions of treatment and heterogenous coeff
Externí odkaz:
http://arxiv.org/abs/1811.09837
Autor:
Newey, Whitney, Stouli, Sami
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identification results under a variety of restriction
Externí odkaz:
http://arxiv.org/abs/1809.05706
Autor:
Spady, Richard, Stouli, Sami
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, our method accounts for varying dispersion in the regression outcome ac
Externí odkaz:
http://arxiv.org/abs/1804.01631
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for exogenous
Externí odkaz:
http://arxiv.org/abs/1711.02184
Autor:
Newey, Whitney, Stouli, Sami
Publikováno v:
In Journal of Econometrics May 2021 222(1) Part A:73-88
Autor:
Spady, Richard, Stouli, Sami
Publikováno v:
Biometrika. Vol. 105(1), pp.1-18 (2018)
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regress
Externí odkaz:
http://arxiv.org/abs/1210.6958
Autor:
Newey, Whitney K., Stouli, Sami
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable repres
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::21c284f972dd265a0f285dca8d985664
https://hdl.handle.net/10419/246809
https://hdl.handle.net/10419/246809
Autor:
Spady, Richard Henry, Stouli, Sami
Conditional distribution functions are important statistical objects for the analysis of a wide class of problems in econometrics and statistics. We propose flexible Gaussian representations for conditional distribution functions and give a concave l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::df8bc163672adec0e106ca384b6b5353
https://hdl.handle.net/10419/241928
https://hdl.handle.net/10419/241928