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~isPartOf:"Econometrics papers"
~isPartOf:"Handbook of applied econometrics and statistical inference"
~source:"econis"
~subject:"Schätztheorie"
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Adapting kernel estimation to uncertain smoothness
Kotlyarova, Yulia
;
Schafgans, Marcia M. A.
; …
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2011
Persistent link: https://www.econbiz.de/10009531795
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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003805783
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3
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
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2015
Persistent link: https://www.econbiz.de/10011280123
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4
A method of moments estimator for semiparametric index models
Donkers, Bas
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003048657
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5
Measurement of the quality of autoregressive approximation, with econometric applications
Galbraith, John W.
;
Zinde-Walsh, Victoria
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 401-421)
.
2002
Persistent link: https://www.econbiz.de/10001701984
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