Narrow search
Showing 1 - 10 of 12
Cover Image
Nonparametric estimation in case of endogenous selection
Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 202 (2018) 2, pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
Cover Image
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Cover Image
Predictive functional linear models with diverging number of semiparametric single-index interactions
Liu, Yanghui; Li, Yehua; Carroll, Raymond J.; Wang, Naisyin - In: Journal of econometrics 230 (2022) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10013463776
Cover Image
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.; Xia, Yingcun - In: Journal of econometrics 229 (2022) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Cover Image
Quantile regression methods for first-price auctions
Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247
Persistent link: https://www.econbiz.de/10013461523
Cover Image
Shrinkage estimation of multiple threshold factor models
Ma, Chenchen; Tu, Yundong - In: Journal of econometrics 235 (2023) 2, pp. 1876-1892
Persistent link: https://www.econbiz.de/10014471434
Cover Image
An autocovariance-based learning framework for high-dimensional functional time series
Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei - In: Journal of econometrics 239 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015074461
Cover Image
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Cover Image
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Cover Image
Robust and efficient estimation for the treatment effect in causal inference and missing data problems
Lin, Huazhen; Zhou, Fanyin; Wang, Qiuxia; Zhou, Ling; … - In: Journal of econometrics 205 (2018) 2, pp. 363-380
Persistent link: https://www.econbiz.de/10012110304