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Semiparametric estimation of value at risk
Fan, Jianqing; Gu, Juan - In: The econometrics journal 6 (2003) 2, pp. 261-290
Persistent link: https://www.econbiz.de/10001831243
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Quantile-based smooth transition value at risk estimation
Hubner, Stefan; Čížek, Pavel - In: The econometrics journal 22 (2019) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
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Testing for changes in (extreme) VaR
Hoga, Yannick - In: The econometrics journal 20 (2017) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
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Nonparametric bounds on employment and income effects of continuous vocational training in East Germany
Lechner, Michael - In: The econometrics journal 2 (1999) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001449254
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Semiparametric mixture models for multivariate count data, with application
Alfò, Marco; Trovato, Giovanni - In: The econometrics journal 7 (2004) 2, pp. 426-454
Persistent link: https://www.econbiz.de/10002463494
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Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra; Rodríguez Poo, Juan Manuel; … - In: The econometrics journal 25 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
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Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai; Smetanina, Ekaterina; Wu, Wei Biao - In: The econometrics journal 25 (2022) 1, pp. 176-214
Persistent link: https://www.econbiz.de/10012878905
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Regularised orthogonal machine learning for nonlinear semiparametric models
Nekipelov, Denis N.; Semenova, Vira; Syrgkanis, Vasilis - In: The econometrics journal 25 (2022) 1, pp. 233-255
Persistent link: https://www.econbiz.de/10012878911
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Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille; Sun, Xiaolin - In: The econometrics journal 25 (2022) 1, pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
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Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A; Poirier, Alexandre - In: The econometrics journal 26 (2023) 3, pp. 327-349
Persistent link: https://www.econbiz.de/10014391678