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Quantile spectral processes : asymptotic analysis and inference

Kley, Tobias; Volgushev, Stanislav; Dette, Holger; … - 2014

Persistent link: https://www.econbiz.de/10010378433

Panel data quantile regression with grouped fixed effects

Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 213 (2019) 1, pp. 68-91

Persistent link: https://www.econbiz.de/10012304543

On the unbiased asymptotic normality of quantile regression with fixed effects

Galvao, Antonio Fialho <Jr.>; Gu, Jiaying; Volgushev, … - In: Journal of econometrics 218 (2020) 1, pp. 178-215

Persistent link: https://www.econbiz.de/10012482937

Spectral clustering with variance information for group structure estimation in panel data

Yu, Lu; Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 241 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10015075141

Canonical moments, orthogonal polynomials with application to statistics

Dette, Holger - 2002

In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...

Persistent link: https://www.econbiz.de/10009775972