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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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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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Bootstrap-based critical values for the information matrix test
Horowitz, Joel - In: Journal of econometrics 61 (1994) 2, pp. 395-411
Persistent link: https://www.econbiz.de/10001155760
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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
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Censoring of outcomes and regressors due to survey nonresponse : identification and estimation using weights and imputations
Horowitz, Joel - In: Journal of econometrics 84 (1998) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10001234513
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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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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
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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
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Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Gørgens, Tue; Horowitz, Joel - In: Journal of econometrics 90 (1999) 2, pp. 155-191
Persistent link: https://www.econbiz.de/10001382109
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Bandwidth selection in semiparametric estimation of censored linear regression models
Hall, Peter - In: Econometric theory 6 (1990) 2, pp. 123-150
Persistent link: https://www.econbiz.de/10001091200