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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10010073925
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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin; Okhrin, Ostap; Zhou, Qian M.; Song, … - In: Journal of econometrics 193 (2016) 1, pp. 215-233
Persistent link: https://www.econbiz.de/10011704802
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Nonparametric and semiparametric approaches to discrete response analysis
Härdle, Wolfgang (contributor) - In: Journal of econometrics / Annals 1993,3 (1993)
Persistent link: https://www.econbiz.de/10004150434
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How sensitive are average derivatives?
Härdle, Wolfgang; Tsybakov, A.B. - In: Journal of econometrics 58 (1993) 1-2, pp. 31-48
Persistent link: https://www.econbiz.de/10006805279
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Editors' introduction
Härdle, Wolfgang; Manski, Charles F. - In: Journal of econometrics 58 (1993) 1-2, pp. 1-2
Persistent link: https://www.econbiz.de/10006805281
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Internet-based econometric computing
Härdle, Wolfgang; Horowitz, Joel - In: Journal of econometrics 95 (2000) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10001435992
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang - In: Journal of econometrics 67 (1995) 1, pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
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Dynamics of state price densities
Härdle, Wolfgang; Hlávka, Zdeněk - In: Journal of econometrics 150 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10008250608