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Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
Canay, Ivan A. - In: Journal of econometrics 156 (2010) 2, pp. 284-303
Persistent link: https://www.econbiz.de/10008648816
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Subsampling realised kernels
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: Journal of econometrics 160 (2011) 1, pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
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A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.; Phillips, Peter C. B. - In: Journal of econometrics 137 (2007) 2, pp. 354-395
Persistent link: https://www.econbiz.de/10003441769
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Nonparametric conditional quantile estimation : a locally weighted quantile kernel approach
Racine, Jeffrey; Li, Kevin - In: Journal of econometrics 201 (2017) 1, pp. 72-95
Persistent link: https://www.econbiz.de/10011917426
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Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis - In: Journal of econometrics 193 (2016) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011704746
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Approximation of sign-regular kernels
Knox, Thomas A. - In: Journal of econometrics 226 (2022) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10013440546
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Kernel density estimation for undirected dyadic data
Graham, Bryan S.; Niu, Fengshi; Powell, James - In: Journal of econometrics 240 (2024) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10015075110
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On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
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A Bayesian approach to dynamic macroeconomics
DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10001497779