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Nonparametric statistics
Schätztheorie
40,806
Estimation theory
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46
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44
Li, Qi
44
Otsu, Taisuke
44
Su, Liangjun
44
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42
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39
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39
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38
Simar, Léopold
38
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35
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34
Racine, Jeffrey
34
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31
Van Keilegom, Ingrid
30
Hu, Yingyao
27
Ichimura, Hidehiko
27
Lewbel, Arthur
27
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27
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27
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26
Dette, Holger
26
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26
Peng, Bin
26
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25
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25
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25
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24
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24
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23
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21
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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International Center for Financial Asset Management and Engineering
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Robert Schuman Centre for Advanced Studies
1
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1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Journal of econometrics
393
CEMMAP working papers / Centre for Microdata Methods and Practice
150
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
Econometric reviews
107
Economics letters
86
Journal of the American Statistical Association : JASA
83
The econometrics journal
73
Discussion papers of interdisciplinary research project 373
55
Working paper / Department of Econometrics and Business Statistics, Monash University
54
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
49
Cowles Foundation discussion paper
47
Quantitative economics : QE ; journal of the Econometric Society
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Cowles Foundation Discussion Paper
35
SFB 649 discussion paper
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Discussion paper series / IZA
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Econometrics papers
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31
LSE STICERD Research Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
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27
European journal of operational research : EJOR
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IZA Discussion Paper
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CREATES research paper
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Boston College working papers in economics
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Cambridge working papers in economics
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NBER Working Paper
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Insurance
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Journal of applied econometrics
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International journal of forecasting
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1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
3
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
4
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
5
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
6
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
7
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
8
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
9
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
10
Applied time series econometrics
Lütkepohl, Helmut
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001851355
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