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Estimation theory
Theorie
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Productivity
52
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43
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42
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42
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Vuong, Quang H.
21
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13
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7
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6
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4
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3
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3
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3
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3
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3
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2
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Haiqing Xu
2
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2
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2
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2
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2
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1
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1
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1
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1
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Journal of econometrics
7
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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4
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2
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2
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ECONIS (ZBW)
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Density estimation for nonlinear parametric models with conditional heteroscedasticity
Zhao, Zhibiao
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 71-82
Persistent link: https://www.econbiz.de/10003965383
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2
Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
Saved in:
3
Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying
;
Kim, Seonjin
;
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 838-851
Persistent link: https://www.econbiz.de/10013534562
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4
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
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5
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
6
Efficient estimation for models with nonlinear heteroscedasticity
Xu, Zhanxiong
;
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013540367
Saved in:
7
Nonparametric significance testing
Lavergne, Pascal
;
Vuong, Quang H.
- In:
Econometric theory
16
(
2000
)
4
,
pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
Saved in:
8
Optimal nonparametric estimation of first-price auctions
Guerre, Emmanuel
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
3
,
pp. 525-574
Persistent link: https://www.econbiz.de/10001476515
Saved in:
9
Selecting estimated models using chi-square statistics
Vuong, Quang H.
;
Wang, Weiren
-
1991
Persistent link: https://www.econbiz.de/10000827751
Saved in:
10
Econometrics of first-price auctions
Laffont, Jean-Jacques
;
Ossard, Hervé
;
Vuong, Quang H.
-
1994
Persistent link: https://www.econbiz.de/10000899898
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