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A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter; Kampen, Maarten W. van - In: Economics letters 110 (2011) 3, pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
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A nonparametric analysis of the growth process of Indian cities
Luckstead, Jeff; Devadoss, Stephen - In: Economics letters 124 (2014) 3, pp. 516-519
Persistent link: https://www.econbiz.de/10010495090
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The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - In: Economics letters 116 (2012) 3, pp. 371-373
Persistent link: https://www.econbiz.de/10009674350
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Semiparametric estimation of default probability : evidence from the Prosper online credit market
Li, Xiaofeng; Shang, Ying; Su, Zhi - In: Economics letters 127 (2015), pp. 54-57
Persistent link: https://www.econbiz.de/10011382869
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Identification for difference in differences with cross-section and panel data
Lee, Myoung-jae; Kang, Changhui - In: Economics letters 92 (2006) 2, pp. 270-276
Persistent link: https://www.econbiz.de/10003360876
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On the identification of joint distributions using marginals and aggregates
Felt, Marie-Hélène - In: Economics letters 194 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012509409
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Partial identification of distributional and quantile treatment effects in difference-in-differences models
Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10009632890
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Smoothed kernel conditional density estimation
Wen, Kuangyu; Wu, Ximing - In: Economics letters 152 (2017), pp. 112-112
Persistent link: https://www.econbiz.de/10011801190
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Structural changes in large economic datasets : a nonparametric homogeneity test
Casarin, Roberto; Costola, Michele - In: Economics letters 176 (2019), pp. 55-59
Persistent link: https://www.econbiz.de/10012121230
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Robust Kernels for Kernel density estimation
Wang, Shaoping; Li, Ang; Wen, Kuangyu; Wu, Ximing - In: Economics letters 191 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508547