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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - In: Econometric reviews 33 (2014) 7, pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
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Nonparametric estimation of additive models with errors-in-variables
Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 41 (2022) 10, pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
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Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 42 (2023) 4, pp. 393-419
Persistent link: https://www.econbiz.de/10014305525