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Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814674
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A method of moments estimator for semiparametric index models
Donkers, Bas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048657
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Estimating threshold variables using nonparametric methods
Xia, Yingcun (contributor); Li, Wai Keung (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755565
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654
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Partially linear reduced-rank regression
Chan, K. S. (contributor); Li, Ming-Chung (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943644
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814643
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Estimating FDI-induced externalities when FDI is endogenous : a comparison between OLS and IV estimates of FDI-induced externalities in Mexico
Jordaan, Jacob A. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002624127
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Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002889716
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Two-step cross-validation selection method for partially linear models
Avramidis, Panagiotis (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759016
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Experimental design for time-dependent models with correlated observations
Uciński, Dariusz (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759023