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Maximum likelihood estimation of a spatial autoregressive Tobit model
Xu, Xingbai; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 264-280
Persistent link: https://www.econbiz.de/10011500347
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 178 (2014) 2, pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
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Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang; Li, Degui; Xia, Yingcun - In: Journal of econometrics 187 (2015) 1, pp. 238-255
Persistent link: https://www.econbiz.de/10011498938
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A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of econometrics 188 (2015) 2, pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
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Gradient-based smoothing parameter selection for nonparametric regression estimation
Henderson, Daniel J.; Li, Qi; Parmeter, Christopher F.; … - In: Journal of econometrics 184 (2015) 2, pp. 233-241
Persistent link: https://www.econbiz.de/10011339349
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Nonparametric conditional quantile estimation : a locally weighted quantile kernel approach
Racine, Jeffrey; Li, Kevin - In: Journal of econometrics 201 (2017) 1, pp. 72-95
Persistent link: https://www.econbiz.de/10011917426
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Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 194 (2016) 2, pp. 309-318
Persistent link: https://www.econbiz.de/10011705164
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Fractional order statistic approximation for nonparametric conditional quantile inference
Goldman, Matt; Kaplan, David M. - In: Journal of econometrics 196 (2017) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10011818303
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Robust and efficient estimation for the treatment effect in causal inference and missing data problems
Lin, Huazhen; Zhou, Fanyin; Wang, Qiuxia; Zhou, Ling; … - In: Journal of econometrics 205 (2018) 2, pp. 363-380
Persistent link: https://www.econbiz.de/10012110304
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Factor models for asset returns based on transformed factors
Li, Jialiang; Zhang, Wenyang; Kong, Efang - In: Journal of econometrics 207 (2018) 2, pp. 432-448
Persistent link: https://www.econbiz.de/10012116375