Similar Search Results

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

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

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

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

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

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

Dynamic semiparametric factor models in risk neutral density estimation

Giacomini, Enzo (contributor); Härdle, Wolfgang (contributor) - 2008

Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...

Persistent link: https://www.econbiz.de/10003727490

Numerics of implied binomial trees

Härdle, Wolfgang (contributor); … - 2008

with the estimation from the simulated process, though the BC method shows smaller deviations in case of high interest rate …

Persistent link: https://www.econbiz.de/10003727608

Time varying hierarchical archimedean copulae

Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - 2010

-Gaussian dependency structures with a small number of parameters. In this paper we develop a novel adaptive estimation technique of the … ; Archimedean copula ; adaptive estimation …

Persistent link: https://www.econbiz.de/10003953027

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