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Estimating conditional distribution functions using dimension reduction
Hall, Peter (contributor); Yao, Qiwei (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755567
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A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814664
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On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
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Multivariate distribution models with generalized hyperbolic margins
Schmidt, Rafael (contributor); Hrycej, Tomas (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943590
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Nonparametric estimation of tail dependence
Schmidt, Rafael (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943616
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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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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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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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A method of moments estimator for semiparametric index models
Donkers, Bas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048657