Narrow search
Showing 1 - 9 of 9
Cover Image
Small bandwidth asymptotics for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 1, pp. 176-200
Persistent link: https://www.econbiz.de/10010399781
Cover Image
Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 6, pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126
Cover Image
Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - In: Econometric theory 34 (2018) 2, pp. 277-301
Persistent link: https://www.econbiz.de/10011950954
Cover Image
Average density estimators : efficiency and bootstrap consistency
Cattaneo, Matias D.; Jansson, Michael - In: Econometric theory 38 (2022) 6, pp. 1140-1174
Persistent link: https://www.econbiz.de/10013539309
Cover Image
Quasi-maximum likelihood estimation of semi-strong GARCH models
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10003818363
Cover Image
Semiparametric identification and fisher information
Escanciano, Juan Carlos - In: Econometric theory 38 (2022) 2, pp. 301-338
Persistent link: https://www.econbiz.de/10013187226
Cover Image
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10008211988
Cover Image
Identifying multiple marginal effects with a single instrument
Caetano, Carolina; Escanciano, Juan Carlos - In: Econometric theory 37 (2021) 3, pp. 464-494
Persistent link: https://www.econbiz.de/10012593443
Cover Image
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - In: Econometric theory 37 (2021) 5, pp. 851-891
Persistent link: https://www.econbiz.de/10012656387