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Model selection for varying coefficient nonparametric transformation model
Zhang, Xiao; Liu, Xu; Shi, Xingjie - In: The econometrics journal 26 (2023) 3, pp. 492-512
Persistent link: https://www.econbiz.de/10014391717
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Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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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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Direct semi-parametric estimation of fixed effects panel data varying coefficient models
Rodríguez Poo, Juan Manuel; Soberon, Alexandra - In: The econometrics journal 17 (2014) 1, pp. 107-138
Persistent link: https://www.econbiz.de/10010498753
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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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Nonparametric regression with nearly integrated regressors under long-run dependence
Cai, Zongwu; Jing, Bingyi; Kong, Xinbing; Liu, Zhi - In: The econometrics journal 20 (2017) 1, pp. 118-138
Persistent link: https://www.econbiz.de/10011719971
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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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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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Non-parametric regression under location shifts
Phillips, Peter C. B.; Su, Liangjun - In: The econometrics journal 14 (2011) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
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Rank estimation of partially linear index models
Abrevaya, Jason; Shin, Youngki - In: The econometrics journal 14 (2011) 3, pp. 409-437
Persistent link: https://www.econbiz.de/10009382516