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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Calculation of maximum entropy densities with application to income distribution
Wu, Ximing - In: Journal of econometrics 115 (2003) 2, pp. 347-354
Persistent link: https://www.econbiz.de/10001768327
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A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi - In: Journal of econometrics 37 (1988) 3, pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin - In: Journal of econometrics 142 (2008) 2, pp. 698-714
Persistent link: https://www.econbiz.de/10003645812
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A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003787143
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Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.; Dijk, Herman K. van - 2008
Persistent link: https://www.econbiz.de/10003774522
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Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 133 (2006) 2, pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
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A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun; Tkacz, Greg - In: Journal of econometrics 133 (2006) 2, pp. 863-886
Persistent link: https://www.econbiz.de/10003359660
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Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan; Wong, Soon Yip - 2008
Persistent link: https://www.econbiz.de/10003811428
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Information measures for generalized gamma family
Dadpay, Ali; Soofi, Ehsan S.; Soyer, Refik - In: Journal of econometrics 138 (2007) 2, pp. 568-585
Persistent link: https://www.econbiz.de/10003464312