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Identification of structural models in the presence of measurement error due to rounding in survey responses
Hoderlein, Stefan; Siflinger, Bettina; Winter, Joachim - 2014
Persistent link: https://www.econbiz.de/10011293862
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
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Testing monotonicity in unobservables with panel data
Su, Liangjun; Hoderlein, Stefan; White, Halbert - 2013
Persistent link: https://www.econbiz.de/10011508488
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Erratum regarding "Instrumental variables with unrestricted heterogeneity and continuous treatment"
Hoderlein, Stefan; Holzmann, Hajo; Kasy, Maximilian; … - 2015
Persistent link: https://www.econbiz.de/10011508615
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Nonparametric estimation of homothetic and homothetically separable functions
Lewbel, Arthur (contributor); Linton, Oliver (contributor) - 2003 - Rev
Persistent link: https://www.econbiz.de/10002912972
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An adaptive, rate optimal test of a parametric model against a nonparametric alternative
Horowitz, Joel; Spokojnyj, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10001371690
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Estimating yield curves by Kernel smoothing methods
Linton, Oliver (contributor) - 1999
Persistent link: https://www.econbiz.de/10001424097
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Deviation probability bound for martingales with applications to statistical estimation
Liptser, R.; Spokojnyj, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10001424879
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Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo; Spokojnyj, Vladimir G. - 2002
Persistent link: https://www.econbiz.de/10001697768
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Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - 2001
Persistent link: https://www.econbiz.de/10001580374