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Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 42 (2023) 4, pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
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Nonparametric localized bandwidth selection for Kernel density estimation
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Econometric reviews 38 (2019) 7, pp. 733-762
Persistent link: https://www.econbiz.de/10012181352
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Importance of components for a system
Ebrahimi, Nader; Jalali, Nima Y.; Soofi, Ehsan S.; … - In: Econometric reviews 33 (2014) 1/4, pp. 395-420
Persistent link: https://www.econbiz.de/10010360837
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Multivariate return decomposition : theory and implications
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
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Specification tests for univariate diffusions
Hurn, Stan; Martin, Vance; Xu, Lina - In: Econometric reviews 41 (2022) 6, pp. 607-632
Persistent link: https://www.econbiz.de/10013364897