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Minimizing average risk in regression models
Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
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Measurement errors and censored structural latent variables models
Chen, Songnian; Hsiao, Cheng; Wang, Liqun - In: Econometric theory 28 (2012) 3, pp. 696-703
Persistent link: https://www.econbiz.de/10009545787
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Measurement errors in dynamic models
Komunjer, Ivana; Ng, Serena - In: Econometric theory 30 (2014) 1, pp. 150-175
Persistent link: https://www.econbiz.de/10010399783
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Measurement error and deconvolution in spaces of generalized functions
Zinde-Walsh, Victoria - In: Econometric theory 30 (2014) 6, pp. 1207-1246
Persistent link: https://www.econbiz.de/10010502118
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Nonparametric regression in the presence of measurement error
Schennach, Susanne M. - In: Econometric theory 20 (2004) 6, pp. 1046-1093
Persistent link: https://www.econbiz.de/10002424839
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A unified approach to the measurement error problem in time series models
Tanaka, Katsuto - In: Econometric theory 18 (2002) 2, pp. 278-296
Persistent link: https://www.econbiz.de/10001661295
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On asymptotic inference in cointegrated time series with fractionally integrated errors
Jeganathan, P. - In: Econometric theory 15 (1999) 4, pp. 583-621
Persistent link: https://www.econbiz.de/10001490744
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The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R. - In: Econometric theory 15 (1999) 2, pp. 238-256
Persistent link: https://www.econbiz.de/10001381851
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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - In: Econometric theory 37 (2021) 6, pp. 1214-1237
Persistent link: https://www.econbiz.de/10012704810
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Average derivative estimation under measurement error
Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric theory 37 (2021) 5, pp. 1004-1033
Persistent link: https://www.econbiz.de/10012656392