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Adaptive estimation of functionals in nonparametric instrumental regression
Breunig, Christoph; Johannes, Jan - In: Econometric theory 32 (2016) 3, pp. 612-654
Persistent link: https://www.econbiz.de/10011606816
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Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.; Sun, Yixiao - In: Econometric theory 33 (2017) 1, pp. 105-157
Persistent link: https://www.econbiz.de/10011665270
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Nonparametric instrumental variables and regular estimation
Hahn, Jinyong; Liao, Zhipeng - In: Econometric theory 34 (2018) 3, pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
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Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation
Levine, Michael; Li, Jinguang - In: Econometric theory 28 (2012) 3, pp. 629-669
Persistent link: https://www.econbiz.de/10009545818
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Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol; Linton, Oliver - In: Econometric theory 27 (2011) 3, pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
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Identification and estimation by penalization in nonparametric instrumental regression
Florens, Jean-Pierre; Johannes, Jan; Van Bellegem, … - In: Econometric theory 27 (2011) 3, pp. 472-496
Persistent link: https://www.econbiz.de/10009266732
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Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.; Hurvich, Clifford M.; Soulier, Philippe; … - In: Econometric theory 25 (2009) 3, pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
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Admissible invariant similar tests for instrumental variables regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Econometric theory 25 (2009) 3, pp. 806-818
Persistent link: https://www.econbiz.de/10003864191
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A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
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Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2012) 1, pp. 42-86
Persistent link: https://www.econbiz.de/10009520974