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Nonparametric estimation of jump diffusion models
Park, Joon Y.; Wang, Bin - In: Journal of econometrics 222 (2021) 1,3, pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020
Persistent link: https://www.econbiz.de/10012216029
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Variable selection in additive models by nonnegative garrote
Cantoni, Eva (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335752
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A partially linear kernel estimator for categorical data
Gao, Qi; Liu, Long; Racine, Jeffrey - In: Econometric reviews 34 (2015) 6/10, pp. 959-978
Persistent link: https://www.econbiz.de/10011483412
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Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong; Li, Degui; Li, Qi; Li, Zheng - In: Journal of econometrics 212 (2019) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
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Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey; Li, Qi; Yu, Dalei; Zheng, Li - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
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Kernel averaging estimators
Zhu, Rong; Zhang, Xinyu; Wan, Alan T. K.; Zou, Guohua - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 157-169
Persistent link: https://www.econbiz.de/10013540662
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Moments structure of l 1-stochastic volatility models
Neto, David; Sardy, Sylvain - 2009
Persistent link: https://www.econbiz.de/10003926961
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Forecasting with functional and twice censored data
Sarra, Leulmi - In: Operations research forum 5 (2024) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10015182076
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Impact of institutional factors on economic growth in the United States in the years 1979 - 2007
Kuder, Dorota - In: Oeconomia Copernicana 6 (2015) 1, pp. 137-159
Persistent link: https://www.econbiz.de/10011503540