Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel; Sadıkoğlu, S. - In: The econometrics journal 25 (2022) 2, pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Cover Image
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