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Interquantile expectation regression
Barendse, Sander - 2017
. Our so-called interquantile expectation regression (IQER) estimator is based on the GMM framework. We derive consistency …
Persistent link: https://www.econbiz.de/10011622915
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
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MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de; Yuan, Ao - 2008
Persistent link: https://www.econbiz.de/10003739113
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Semiparametric regression with kernel error model
Yuan, Ao; Gooijer, Jan G. de - 2006
Persistent link: https://www.econbiz.de/10003354580
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Growing richer and taller : explaining change in the distribution of child nutritional status during Vietnam's economic boom
O'Donnell, Owen; López Nicolás, Ángel; Van … - 2007
Persistent link: https://www.econbiz.de/10003408882
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Efficient estimation of an additive quantile regression model
Cheng, Yebin; Gooijer, Jan G. de; Zerom Godefay, Dawit - 2009
Persistent link: https://www.econbiz.de/10003913189
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Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2010
Persistent link: https://www.econbiz.de/10008736921
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Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - 2011
Persistent link: https://www.econbiz.de/10008809883
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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
Persistent link: https://www.econbiz.de/10008824707