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A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - In: Journal of econometrics 235 (2023) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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Robust subsampling
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of econometrics 167 (2012) 1, pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
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Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick; Scaillet, Olivier - In: Journal of econometrics 167 (2012) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10009551442
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A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
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Semiparametric methods in econometrics : guest editorial
Fernandes, Marcelo; Linton, Oliver; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10003571097
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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A diagnostic criterion for approximate factor structure
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Journal of econometrics 212 (2019) 2, pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
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Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.; Scaillet, Olivier; Veredas, David; … - In: Journal of econometrics 217 (2020) 2, pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
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Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - In: Journal of econometrics 217 (2020) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
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Nonlinear Financial Econometrics
Rombouts, Jeroen V. K. (ed.); Scaillet, Olivier (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012482822