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Estimation of nonlinear models with mismeasured regressors using marginal information
Hu, Yingyao; Ridder, Geert - In: Journal of applied econometrics 27 (2012) 3, pp. 347-385
Persistent link: https://www.econbiz.de/10009618609
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Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
Prüser, Jan; Huber, Florian - In: Journal of applied econometrics 39 (2024) 2, pp. 269-291
Persistent link: https://www.econbiz.de/10014517328
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
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When can we ignore measurement error in the running variable?
Dong, Yingying; Kolesár, Michal - In: Journal of applied econometrics 38 (2023) 5, pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
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Regression discontinuity design with multivalued treatments
Caetano, Carolina; Caetano, Gregorio; Escanciano, Juan … - In: Journal of applied econometrics 38 (2023) 6, pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
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Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - In: Journal of applied econometrics 38 (2023) 6, pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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A test for multimodality of regression derivatives with application to nonparametric growth regressions
Henderson, Daniel J. - In: Journal of applied econometrics 25 (2010) 3, pp. 458-480
Persistent link: https://www.econbiz.de/10008667541
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Estimating class-specific parametric models under class uncertainty : local polynomial regression clustering in an hedonic analysis of wine markets
Costanigro, Marco; Mittelhammer, Ron C.; McCluskey, Jill J. - In: Journal of applied econometrics 24 (2009) 7, pp. 1117-1135
Persistent link: https://www.econbiz.de/10003931449
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Jointness of growth determinants
Doppelhofer, Gernot; Weeks, Melvyn - In: Journal of applied econometrics 24 (2009) 2, pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
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Comment on 'Jointness of growth determinants' by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W. - In: Journal of applied econometrics 24 (2009) 2, pp. 245-247
Persistent link: https://www.econbiz.de/10003817800