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Nonparametric estimation of jump diffusion models
Park, Joon Y.; Wang, Bin - In: Journal of econometrics 222 (2021) 1,3, pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong; Li, Degui; Li, Qi; Li, Zheng - In: Journal of econometrics 212 (2019) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 177 (2013) 1, pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 188 (2015) 2, pp. 346-362
Persistent link: https://www.econbiz.de/10011503072
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Model averaging prediction by K-fold cross-validation
Zhang, Xinyu; Liu, Chu-An - In: Journal of econometrics 235 (2023) 1, pp. 280-301
Persistent link: https://www.econbiz.de/10014434415
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Cross-validation for selecting a model selection procedure
Zhang, Yongli; Yang, Yuhong - In: Journal of econometrics 187 (2015) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011498762
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan; Miao, Ke; Su, Liangjun - In: Journal of econometrics 222 (2021) 1,3, pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
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Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
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Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
D'Haultfœuille, Xavier; Hoderlein, Stefan; Sasaki, Yuya - In: Journal of econometrics 234 (2023) 2, pp. 664-690
Persistent link: https://www.econbiz.de/10014434361