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subject:"Nonparametric statistics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper"
~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Core"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Core
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Estimation theory
667
Schätztheorie
667
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167
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167
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120
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120
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107
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14
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5
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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
Hayakawa, Kazuhiko
3
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3
Kao, Chihwa
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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441
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157
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48
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ECONIS (ZBW)
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1
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
2
Time-varying linear transformation models with fixed effects and endogeneity for short panels
Sokollu, Senay
;
Botosaru, Irene
;
Muris, Chris
-
2022
Persistent link: https://www.econbiz.de/10012880118
Saved in:
3
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
4
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
5
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
6
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
7
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
8
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, Francesco
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 583-606
Persistent link: https://www.econbiz.de/10013364895
Saved in:
9
Missing endogenous variables in conditional moment restriction models
Cosma, Antonio
;
Kostyrka, Andreï
;
Tripathi, Gautam
-
2024
Persistent link: https://www.econbiz.de/10014472580
Saved in:
10
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
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