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Adapting kernel estimation to uncertain smoothness
Kotlyarova, Yulia
;
Schafgans, Marcia M. A.
; …
-
2011
Persistent link: https://www.econbiz.de/10009531795
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2
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
Zinde-Walsh, Victoria
- In:
Economics letters
4
(
1987
),
pp. 365-369
Persistent link: https://www.econbiz.de/10001032687
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3
The consequences of misspecification in time series processes
Zinde-Walsh, Victoria
- In:
Economics letters
32
(
1990
)
3
,
pp. 237-241
Persistent link: https://www.econbiz.de/10001088839
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4
Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003805783
Saved in:
5
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2015
Persistent link: https://www.econbiz.de/10011280123
Saved in:
6
A method of moments estimator for semiparametric index models
Donkers, Bas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003048657
Saved in:
7
Selectivity and the gender wage gap decomposition in the presence of a joint decision process
Schafgans, Marcia M. A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003401874
Saved in:
8
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2017
Persistent link: https://www.econbiz.de/10011889214
Saved in:
9
Estimation and testing in a regression model with spherically symmetric errors : Received 5.6.1984
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
17
(
1985
)
1/2
,
pp. 127-132
Persistent link: https://www.econbiz.de/10002938730
Saved in:
10
Non- and semi-parametric estimation in models with unknown smoothness
Kotlyarova, Yulia
;
Zinde-Walsh, Victoria
- In:
Economics letters
93
(
2006
)
3
,
pp. 379-386
Persistent link: https://www.econbiz.de/10003398839
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