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Semiparametric multivariate GARCH models
Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001790716
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A nonparametric copula based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009
Persistent link: https://www.econbiz.de/10003964473
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On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V. - 1993
Persistent link: https://www.econbiz.de/10000875387
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Nonparametric approaches to generalized linear models
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000843928
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Robust locally adaptive nonparametric regression
Härdle, Wolfgang; Cybakov, Aleksandr B. - 1990
Persistent link: https://www.econbiz.de/10000793285
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000780899
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A note on the convergence of nonparametric DEA efficiency measures
Kneip, Alois; Park, Byeong U.; Simar, Léopold - 1996
Persistent link: https://www.econbiz.de/10011512305
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Stochastic frontiers : a semiparametric approach
Park, Byeong U.; Sickles, Robin C.; Simar, Léopold - 1993
Persistent link: https://www.econbiz.de/10011512388
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Microeconomic models for long-memory in the volatility of financial time series
Kirman, Alan P.; Teyssière, Gilles - 2002
Persistent link: https://www.econbiz.de/10001720507