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Constrained smoothing splines

Rodríguez Poo, Juan Manuel - In: Econometric theory 15 (1999) 1, pp. 114-138

Persistent link: https://www.econbiz.de/10001381820

On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach

Veredas, David; Rodríguez Poo, Juan Manuel; Espasa … - 2001

Persistent link: https://www.econbiz.de/10001587379

Estimation and specification testing in female labor participation models : parametric and semiparametric methods

Fernández Álvarez, Ana Isabel - In: Econometric reviews 16 (1997) 2, pp. 229-247

Persistent link: https://www.econbiz.de/10001220184

On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach

Veredas, David; Rodríguez Poo, Juan Manuel; Espasa … - 2002

Persistent link: https://www.econbiz.de/10001672399

An empirical investigation of parametric and semiparametric estimation methods in sample selection models

Fernández Sáinz, Ana; Rodríguez Poo, Juan Manuel - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 99-120

In this paper we analyze empirically different specifications of a sample selection model. We are interested in how the estimates vary across alternative assumptions concerning the joint conditional distribution of the sample selection equation errors, such us the specification of error...

Persistent link: https://www.econbiz.de/10009124436

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

Semiparametric estimation for financial durations

Rodríguez Poo, Juan Manuel; Veredas, David; Pohlmeier, … - In: High frequency financial econometrics : recent …, (pp. 225-251). 2008

Persistent link: https://www.econbiz.de/10003579359

Testing for distributional features in varying coefficient panel data models

Soberon, Alexandra; Stute, Winfried; Rodríguez Poo, … - In: Econometric reviews 39 (2020) 3, pp. 277-298

Persistent link: https://www.econbiz.de/10012181449

A semiparametric panel data model with common factors and spatial dependence

Soberon, Alexandra; Musolesi, Antonio; Rodríguez Poo, … - 2022

Persistent link: https://www.econbiz.de/10013171085

Nonparametric specification testing of conditional asset pricing models

Peñaranda, Francisco; Rodríguez Poo, Juan Manuel; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1455-1469

Persistent link: https://www.econbiz.de/10013539794