Narrow search
Showing 1 - 7 of 7
Cover Image
Revising beliefs in nonidentified models
Poirier, Dale J. - In: Econometric theory 14 (1998) 4, pp. 483-509
Persistent link: https://www.econbiz.de/10001248237
Cover Image
Conditional quantile estimation and inference for ARCH models
Koenker, Roger - In: Econometric theory 12 (1996) 5, pp. 793-813
Persistent link: https://www.econbiz.de/10001214300
Cover Image
Momentary lapses : moment expansions and the robustness of minimum distance estimation
Koenker, Roger (contributor) - In: Econometric theory 10 (1994) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10001163332
Cover Image
Testing for homogeneity in mixture models
Gu, Jiaying; Koenker, Roger; Volgushev, Stanislav - In: Econometric theory 34 (2018) 4, pp. 850-895
Persistent link: https://www.econbiz.de/10011951435
Cover Image
Conditional Quantile Estimation and Inference for ARCH Models
Koenker, Roger; Zhao, Quanshui - In: Econometric theory 12 (1996) 5, pp. 793-813
Persistent link: https://www.econbiz.de/10007002487
Cover Image
Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
Koenker, Roger; Machado, José A.F.; Skeels, Christopher L. - In: Econometric theory 10 (1994) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10007014697
Cover Image
When are Expectiles Percentiles?
Koenker, Roger - In: Econometric theory 9 (1993) 3, pp. 526
Persistent link: https://www.econbiz.de/10007019273