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The estimation of complete aggregation structures
Powell, James L.; Stoker, Thomas M. - In: Journal of Econometrics 30 (1985) 1-2, pp. 317-344
Persistent link: https://www.econbiz.de/10005285500
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Ait-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas M. - In: Journal of Econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10005192333
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Smoothing bias in the measurement of marginal effects
Stoker, Thomas M. - In: Journal of Econometrics 72 (1996) 1-2, pp. 49-84
Persistent link: https://www.econbiz.de/10005228649
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Panel data analysis of U.S. coal productivity
Stoker, Thomas M.; Berndt, Ernst R.; Denny Ellerman, A.; … - In: Journal of Econometrics 127 (2005) 2, pp. 131-164
Persistent link: https://www.econbiz.de/10005122702
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Optimal bandwidth choice for density-weighted averages
Powell, James L.; Stoker, Thomas M. - In: Journal of Econometrics 75 (1996) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10005122868
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Estimated parameters as independent variables : An application to the costs of electric generating units
Schmalensee, Richard; Joskow, Paul L. - In: Journal of Econometrics 31 (1986) 3, pp. 275-305
Persistent link: https://www.econbiz.de/10005228598