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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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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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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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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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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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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
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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