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Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - In: Econometric theory 34 (2018) 5, pp. 1018-1064
Persistent link: https://www.econbiz.de/10011951452
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Uniform convergence of series estimators over function spaces
Song, Kyungchul - In: Econometric theory 24 (2008) 6, pp. 1463-1499
Persistent link: https://www.econbiz.de/10003771779
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Point decisions for interval-identified parameters
Song, Kyungchul - In: Econometric theory 30 (2014) 2, pp. 334-356
Persistent link: https://www.econbiz.de/10010399763
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A decomposition analysis of diffusion over a large network
Song, Kyungchul - In: Econometric theory 38 (2022) 6, pp. 1221-1252
Persistent link: https://www.econbiz.de/10013539345
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Estimating panel data duration models with censored data
Lee, Sokbae - In: Econometric theory 24 (2008) 5, pp. 1254-1276
Persistent link: https://www.econbiz.de/10003748751
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Nonparametric identification of accelerated failure time competing risks models
Lee, Sokbae; Lewbel, Arthur - In: Econometric theory 29 (2013) 5, pp. 905-919
Persistent link: https://www.econbiz.de/10010248323
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A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae - In: Econometric theory 14 (1998) 1, pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
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Smoothed empirical likelihood methods for quantile regression models
Whang, Yoon-jae - In: Econometric theory 22 (2006) 2, pp. 173-205
Persistent link: https://www.econbiz.de/10003301225
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Additive interactive regression models : circumvention of the curse of dimensionality
Andrews, Donald W. K. - In: Econometric theory 6 (1990) 4, pp. 466-479
Persistent link: https://www.econbiz.de/10001117670
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727