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Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de; Zerom, Dawit - In: Journal of forecasting 19 (2000) 4, pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
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Nonparametric density estimation from biased data with unknown biasing function
Lloyd, Christopher J.; Jones, M. C. - 1999
Persistent link: https://www.econbiz.de/10001436017
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Semiparametric estimation of single-index transition intensities
Gørgens, Tue - 1999
Persistent link: https://www.econbiz.de/10001431536
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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Nonparametric estimation of crop insurance rates revisited
Ker, Alan P.; Goodwin, Barry K. - In: American journal of agricultural economics 82 (2000) 2, pp. 463-478
Persistent link: https://www.econbiz.de/10001482329
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Nonparametric estimation with aggregated data
Linton, Oliver; Whang, Yoon-jae - 2000
Persistent link: https://www.econbiz.de/10001492695
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NP-REG: an interactive package for kernel density estimation and non-parametric regression
Duncan, Alan S.; Jones, Andrew M. - 1992
Persistent link: https://www.econbiz.de/10000834239
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Numerical results concerning a sharp adaptive density estimator
Butucea, Cristina - 1999
Persistent link: https://www.econbiz.de/10001389062
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411