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Endogeneity, instruments and identification
Chesher, Andrew; Dhaene, Geert; van Dijk, Herman - In: Journal of econometrics 139 (2007) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10007734938
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Endogeneity, instruments and identification
Chesher, Andrew (contributor); Dhaene, Geert (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003516589
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Second-order corrected likelihood for nonlinear panel models with fixed effects
Dhaene, Geert; Sun, Yutao - In: Journal of econometrics 220 (2021) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10012618510
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Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert; Wu, Jianbin - In: Journal of econometrics 217 (2020) 2, pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
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Semiparametric methods in econometrics
Fernandes, Marcelo; Linton, Oliver; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10007797068
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Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick; Scaillet, Olivier - In: Journal of econometrics 167 (2012) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10009825294
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Robust subsampling
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of econometrics 167 (2012) 1, pp. 197-211
Persistent link: https://www.econbiz.de/10009825301
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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