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Efficient estimation and computation for the generalised additive models with unknown link function
Lin, Huazhen; Pan, Lixian; Lv, Shaogao; Zhang, Wenyang - In: Journal of econometrics 202 (2018) 2, pp. 230-244
Persistent link: https://www.econbiz.de/10011974566
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Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 1, pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
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A Simple R-estimation method for semiparametric duration models
Hallin, Marc; La Vecchia, Davide - In: Journal of econometrics 218 (2020) 2, pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
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Irregular identification of structural models with nonparametric unobserved heterogeneity
Escanciano, Juan Carlos - In: Journal of econometrics 234 (2023) 1, pp. 106-127
Persistent link: https://www.econbiz.de/10014364681
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Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
Aradillas-López, Andrés - In: Journal of econometrics 221 (2021) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10012618793
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Inference in models with partially identified control functions
Aradillas-Lopez, Andres - In: Journal of econometrics 238 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015073799
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Testing specification of distribution in stochastic frontier analysis
Cheng, Ming-Yen; Wang, Shouxia; Xia, Lucy; Zhang, Xibin - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074480
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Variation-based tests for volatility misspecification
Papanicolaou, Alex; Giesecke, Kay - In: Journal of econometrics 191 (2016) 1, pp. 217-230
Persistent link: https://www.econbiz.de/10011598102