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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Gallant, A. Ronald"
~person:"Härdle, Wolfgang"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
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Gallant, A. Ronald
Härdle, Wolfgang
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Which moments to match?
Gallant, A. Ronald
- In:
Econometric theory
12
(
1996
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10001210205
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2
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Econometric theory
18
(
2002
)
4
,
pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
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3
Testing a parametric model against a semiparametric alternative
Horowitz, Joel
- In:
Econometric theory
10
(
1994
)
5
,
pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
Saved in:
4
A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang
- In:
Econometric theory
8
(
1992
)
2
,
pp. 276-290
Persistent link: https://www.econbiz.de/10001128732
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5
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
6
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
7
Adaptive rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J.
- In:
Econometric theory
7
(
1991
)
3
,
pp. 307-340
Persistent link: https://www.econbiz.de/10001118059
Saved in:
8
Factorisable multitask quantile regression
Chao, Shih-Kang
;
Härdle, Wolfgang
;
Yuan, Ming
- In:
Econometric theory
37
(
2021
)
4
,
pp. 794-816
Persistent link: https://www.econbiz.de/10012618203
Saved in:
9
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
10
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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