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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Journal of econometrics 146 (2008) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
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Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae; Seo, Myung Hwan - In: Journal of econometrics 144 (2008) 2, pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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Inference in semiparametric dynamic models for binary longitudinal data
Chib, Siddhartha; Jeljazkov, Ivan G. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 685-700
Persistent link: https://www.econbiz.de/10003334676
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Testing for covariate effects in the fully nonparametric analysis of covariance model
Wang, Lan; Akritas, Michael G. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 722-736
Persistent link: https://www.econbiz.de/10003334685
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Semiparametric binary regression models under shape constraints with an application to Indian schooling data
Banerjee, Moulinath; Mukherjee, Debasri; Mishra, Santosh - In: Journal of econometrics 149 (2009) 2, pp. 101-117
Persistent link: https://www.econbiz.de/10003833775
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Consumer preferences and demand systems
Barnett, William A.; Serletis, Apostolos - In: Journal of econometrics 147 (2008) 2, pp. 210-224
Persistent link: https://www.econbiz.de/10003809294