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On intercept estimation in the sample selection model
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - 2000
Persistent link: https://www.econbiz.de/10001444261
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Adapting kernel estimation to uncertain smoothness
Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - 2011
Persistent link: https://www.econbiz.de/10009531795
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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: The econometrics journal 13 (2010) 1, pp. 40-62
Persistent link: https://www.econbiz.de/10003975647
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Rates of expansions for functional estimators
Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - In: Journal of quantitative economics 19 (2021), pp. 121-139
Persistent link: https://www.econbiz.de/10013441712
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Ethnic wage differences in Malaysia : parametric and semiparametric estimation of the Chinese-Malay wage gap
Schafgans, Marcia M. A. - In: Journal of applied econometrics 13 (1998) 5, pp. 481-504
Persistent link: https://www.econbiz.de/10001250508
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Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402
Persistent link: https://www.econbiz.de/10001074425
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Asymptotic theory for some high breakdown point estimators
Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 5, pp. 1172-1196
Persistent link: https://www.econbiz.de/10001702338
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Kernel estimation when density may not exist
Zinde-Walsh, Victoria - In: Econometric theory 24 (2008) 3, pp. 696-725
Persistent link: https://www.econbiz.de/10003894292
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Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K. - In: The review of economic studies 65 (1998) 3, pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
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Semiparametric estimation of a sample selection model : a simulation study
Schafgans, Marcia M. A. - 1997
Persistent link: https://www.econbiz.de/10000960663