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Minimax regression quantiles
Holst Bache, Stefan - 2010
Persistent link: https://www.econbiz.de/10008651650
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Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349
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Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo; Yang, Yukai - 2014
Persistent link: https://www.econbiz.de/10010250617
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Unbalanced regressions and the predictive equation
Osterrieder, Daniela; Ventosa-Santaulària, Daniel; … - 2015
Persistent link: https://www.econbiz.de/10011516995
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015
Persistent link: https://www.econbiz.de/10011516996
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Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - 2012
Persistent link: https://www.econbiz.de/10009562840
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Polynomial regressions and nonsense inference
Ventosa-Santaulària, Daniel; Rodríguez-Caballero, … - 2013
Persistent link: https://www.econbiz.de/10010206202
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Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2012
Persistent link: https://www.econbiz.de/10009423170
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Threshold regression with endogeneity for short panels
Gørgens, Tue; Würtz, Allan H. - 2018
Persistent link: https://www.econbiz.de/10011946251
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Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben; Varneskov, Rasmus Tangsgaard - 2018
Persistent link: https://www.econbiz.de/10011797682