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Smoothed quantile regression with large-scale inference
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
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Uniform confidence bands for nonparametric errors-in-variables regression
Kato, Kengo; Sasaki, Yuya - In: Journal of econometrics 213 (2019) 2, pp. 516-555
Persistent link: https://www.econbiz.de/10012304583
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Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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Uniform confidence bands in deconvolution with unknown error distribution
Kato, Kengo; Sasaki, Yuya - In: Journal of econometrics 207 (2018) 1, pp. 129-161
Persistent link: https://www.econbiz.de/10012116131
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Survey weighted estimating equation inference with nuisance functionals
Zhao, Puying; Haziza, David; Wu, Changbao - In: Journal of econometrics 216 (2020) 2, pp. 516-536
Persistent link: https://www.econbiz.de/10012439754
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Estimation and inference by stochastic optimization
Forneron, Jean-Jacques - In: Journal of econometrics 238 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015073939
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 161 (2011) 2, pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Bias in the estimation of the mean reversion parameter in continuous time models
Yu, Jun - In: Journal of econometrics 169 (2012) 1, pp. 114-122
Persistent link: https://www.econbiz.de/10009666687