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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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EDITORIAL
Linton, Oliver; Smith, Richard J. - In: The econometrics journal 15 (2012) 1, pp. Ci
Persistent link: https://www.econbiz.de/10009833432
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jensperch; Nielsen, Sørenfeodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10008279070
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Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver; Post, Thierry; Whang, Yoon-jae - In: The econometrics journal 17 (2014) 2, pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
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On unit free assessment of the extent of multilateral distributional variation
Anderson, Gordon; Linton, Oliver; Pittau, Maria Grazia; … - In: The econometrics journal 24 (2021) 3, pp. 502-518
Persistent link: https://www.econbiz.de/10012620722