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Nonparametric frontier estimation via local linear regression
Martins-Filho, Carlos; Yao, Feng - In: Journal of econometrics 141 (2007) 1, pp. 283-319
Persistent link: https://www.econbiz.de/10007797057
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A smooth nonparametric conditional quantile frontier estimator
Martins-Filho, Carlos; Yao, Feng - In: Journal of econometrics 143 (2008) 2, pp. 317-333
Persistent link: https://www.econbiz.de/10007910769
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A Note on the Use of V and U Statistics in Nonparametric Models of Regression
Martins-Filho, Carlos; Yao, Feng - In: Annals of the Institute of Statistical Mathematics : AISM 58 (2006) 2, pp. 389-406
Persistent link: https://www.econbiz.de/10007264244
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Kernel-based estimation of semiparametric regression in triangular systems
Martins-Filho, Carlos; Yao, Feng - In: Economics letters 115 (2012) 1, pp. 24-28
Persistent link: https://www.econbiz.de/10009838620
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Estimation of value-at-risk and expected shortfall based on nonlinear extreme value theory
Martins-Filho, Carlos; Yao, Feng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10009949869
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TESTING THE ONE-WAY EFFECT IN THE PRESENCE OF TREND BREAKS
Hosoya, Yuzo; Yao, Feng; Takimoto, Taro - In: The Japanese economic review : the journal of the … 56 (2005) 1, pp. 107
Persistent link: https://www.econbiz.de/10007643891
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The Effect of Advertising on Collusion in the U.S. Brewing Industry: A Trigger Strategy Approach
Yao, Feng - In: Atlantic economic journal : AEJ 40 (2012) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10009977964
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Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng; Hosoya, Yuzo - In: Journal of econometrics 98 (2000) 2, pp. 225-256
Persistent link: https://www.econbiz.de/10006779213
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Relative efficiency with equivalence classes of asymptotic covariances
Mandy, David M.; Martins-Filho, Carlos - In: Journal of econometrics 88 (1999) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10006786627
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Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications
Mandy, David M.; Martins-Filho, Carlos - In: Journal of econometrics 58 (1993) 3, pp. 315-346
Persistent link: https://www.econbiz.de/10006805267