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Adapting kernel estimation to uncertain smoothness
Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - 2011
Persistent link: https://www.econbiz.de/10009531795
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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805783
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2015
Persistent link: https://www.econbiz.de/10011280123
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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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Selectivity and the gender wage gap decomposition in the presence of a joint decision process
Schafgans, Marcia M. A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003401874
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2017
Persistent link: https://www.econbiz.de/10011889214
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Measurement of the quality of autoregressive approximation, with econometric applications
Galbraith, John W.; Zinde-Walsh, Victoria - In: Handbook of applied econometrics and statistical inference, (pp. 401-421). 2002
Persistent link: https://www.econbiz.de/10001701984
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Fractional Brownian motion as a differentiable generalized Gaussian process
Zinde-Walsh, Victoria; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001735076