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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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Two-step estimation of semiparametric censored regression models
Khan, Shakeeb; Powell, James - In: Journal of econometrics 103 (2001) 1/2, pp. 73-110
Persistent link: https://www.econbiz.de/10001585161
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An equality test across nonparametric regressions
Lavergne, Pascal - In: Journal of econometrics 103 (2001) 1/2, pp. 307-344
Persistent link: https://www.econbiz.de/10001585369
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Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Journal of econometrics 95 (2000) 1, pp. 25-56
Persistent link: https://www.econbiz.de/10001432515
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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Koenker, Roger - In: Journal of econometrics 95 (2000) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10001436005
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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A note on "convergence rates and asymptotic normality for series estimators" : uniform convergence rates
Jong, Robert M. de - In: Journal of econometrics 111 (2002) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001703542