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Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin - In: Journal of econometrics 142 (2008) 2, pp. 698-714
Persistent link: https://www.econbiz.de/10003645812
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Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias; Kohn, Robert; Giordani, Paolo - In: Journal of econometrics 153 (2009) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10003920289
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On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol; Loretan, Mico - In: Journal of econometrics 181 (2014) 1, pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
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Functional regression of continuous state distributions
Park, Joon Y.; Qian, Junhui - In: Journal of econometrics 167 (2012) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10009612848
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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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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Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - In: Journal of econometrics 221 (2021) 1, pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
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Estimating derivatives of function-valued parameters in a class of moment condition models
Rothe, Christoph; Wied, Dominik - In: Journal of econometrics 217 (2020) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012482735
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Volatility regressions with fat tails
Kim, Jihyun; Meddahi, Nour - In: Journal of econometrics 218 (2020) 2, pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
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Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen - In: Journal of econometrics 214 (2020) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10012438391