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~isPartOf:"Journal of econometrics"
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Statistische Verteilung
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Finance research letters
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1
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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2
Nonparametric IV
estimation
of local average treatment effects with covariates
Frölich, Markus
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10003516664
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3
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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4
Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip
;
Kazak, Ekaterina
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
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5
Partial identification of the treatment effect distribution and its functionals
Firpo, Sérgio Pinheiro
;
Ridder, Geert
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 210-234
Persistent link: https://www.econbiz.de/10012304549
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6
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
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7
Tail risk emanating from troubled European banking sectors
Javed, Farrukh
;
Sabzevari, Hassan
;
Virk, Nader Shahzad
- In:
Finance research letters
43
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014632302
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8
Identification and nonparametric
estimation
of a transformed additively separable model
Jacho-Chávez, David
;
Lewbel, Arthur
;
Linton, Oliver
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 392-407
Persistent link: https://www.econbiz.de/10008648803
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9
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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10
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
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