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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706
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The simple analytics of monetary policy : a post-crisis approach
Friedman, Benjamin M. - 2013
Persistent link: https://www.econbiz.de/10009741492
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl; Hsiao, Chih-ying; Tô, Thuy-Duong - In: Journal of empirical finance 37 (2016), pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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Identifying the average treatment effect in ordered treatment models without unconfoundedness
Lewbel, Arthur; Yang, Thomas Tao - In: Journal of econometrics 195 (2016) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011705228
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Latent variable nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - In: Econometric theory 37 (2021) 1, pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
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Kotlarski with a factor loading
Lewbel, Arthur - In: Journal of econometrics 229 (2022) 1, pp. 176-179
Persistent link: https://www.econbiz.de/10013441849
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Identification of semiparametric model coefficients, with an application to collective households
Lewbel, Arthur; Lin, Xirong - In: Journal of econometrics 226 (2022) 2, pp. 205-223
Persistent link: https://www.econbiz.de/10013461480
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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, … - In: Journal of econometrics 234 (2023) 2, pp. 758-776
Persistent link: https://www.econbiz.de/10014434367