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~institution:"London School of Economics and Political Science"
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
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contributor
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2005
Persistent link: https://www.econbiz.de/10002814654
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814643
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3
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
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contributor
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2005
Persistent link: https://www.econbiz.de/10002814674
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4
Estimating FDI-induced externalities when FDI is endogenous : a comparison between OLS and IV estimates of FDI-induced externalities in Mexico
Jordaan, Jacob A.
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contributor
)
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2004
Persistent link: https://www.econbiz.de/10002624127
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5
A method of moments estimator for semiparametric index models
Donkers, Bas
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contributor
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2005
Persistent link: https://www.econbiz.de/10003048657
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6
Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M.
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contributor
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2005
Persistent link: https://www.econbiz.de/10002889716
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7
Two-step cross-validation selection method for partially linear models
Avramidis, Panagiotis
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759016
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8
Experimental design for time-dependent models with correlated observations
Uciński, Dariusz
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759023
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9
Distribution theory and simulations for tests of outliers in regression
Atkinson, Anthony C.
(
contributor
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Riani, Marco
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023497
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10
Estimating threshold variables using nonparametric methods
Xia, Yingcun
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755565
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