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Non‐parametric models in binary choice fixed effects panel data
Hoderlein, Stefan; Mammen, Enno; Yu, Kyusang - In: The econometrics journal 14 (2011) 3, pp. 351-368
Persistent link: https://www.econbiz.de/10009343982
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Identification and estimation of local average derivatives in non-separable models without monotonicity
Hoderlein, Stefan; Mammen, Enno - In: The econometrics journal 12 (2009) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10008178659
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Non-parametric models in binary choice fixed effects panel data
Hoderlein, Stefan; Mammen, Enno; Yu, Kyusang - In: The econometrics journal 14 (2011) 3, pp. 351-367
Persistent link: https://www.econbiz.de/10009382601
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Identification and estimation of local average derivatives in non-separable models without monotonicity
Hoderlein, Stefan; Mammen, Enno - In: The econometrics journal 12 (2009) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003841930
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Backfitting and smooth backfitting in varying coefficient quantile regression
Lee, Young K.; Mammen, Enno; Park, Byeong U. - In: The econometrics journal 17 (2014) 2, pp. 20-38
Persistent link: https://www.econbiz.de/10010498737
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Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song; Härdle, Wolfgang; Ritov, Ya'acov - In: The econometrics journal 17 (2014) 2, pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: The econometrics journal 12 (2009) 2, pp. 248-271
Persistent link: https://www.econbiz.de/10003875660