Narrow search
Showing 1 - 10 of 523
Cover Image
Symmetrized multivariate k-NN estimators
Fan, Yanqin; Liu, Ruixuan - In: Econometric reviews 34 (2015) 6/10, pp. 828-848
Persistent link: https://www.econbiz.de/10011483390
Cover Image
Partial identification of average treatment effects on the treated through difference-in-differences
Fan, Yanqin; Manzanares, Carlos A. - In: Econometric reviews 36 (2017) 6/9, pp. 1057-1080
Persistent link: https://www.econbiz.de/10011795566
Cover Image
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 41 (2022) 5, pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Cover Image
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya; Nagai, Keiji; Kanatani, Taro; … - In: Econometric reviews 27 (2008) 1/3, pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
Cover Image
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan; Wu, Ximing - In: Econometric reviews 43 (2024) 5, pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
Cover Image
A multivariate volatility vine copula model
Brechmann, E. C.; Heiden, M.; Okhrin, Y. - In: Econometric reviews 37 (2018) 1/5, pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
Cover Image
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Cover Image
Estimation of counterfactual distributions with a continuous endogenous treatment
Pereda-Fernández, Santiago - In: Econometric reviews 43 (2024) 8, pp. 595-637
Persistent link: https://www.econbiz.de/10015050633
Cover Image
A diagnostic test for specification of copulas under censorship
Lin, Juan; Wu, Ximing - In: Econometric reviews 39 (2020) 9, pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Cover Image
A goodness-of-fit test for regular vine copula models
Schepsmeier, Ulf - In: Econometric reviews 38 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012180693