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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Chen, Songnian"
~person:"Gouriéroux, Christian"
~type_genre:"Article in journal"
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Estimation theory
32
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Chen, Songnian
Gouriéroux, Christian
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ECONIS (ZBW)
51
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1
Quantile regression with censoring and sample selection
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 205-226
Persistent link: https://www.econbiz.de/10014364740
Saved in:
2
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
3
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
4
√n-prediction of generalized heteroscedastic transformation regression models
Chen, Songnian
;
Zhang, Hanghui
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10012439462
Saved in:
5
Semiparametric estimation of a censored regression model with endogeneity
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 239-256
Persistent link: https://www.econbiz.de/10012439452
Saved in:
6
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
7
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
8
Quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012302489
Saved in:
9
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
10
Nonparametric identification and estimation of sample selection models under symmetry
Chen, Songnian
;
Zhou, Yahong
;
Ji, Yuanyuan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 148-160
Persistent link: https://www.econbiz.de/10011974558
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