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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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Simple estimators for nonparametric panel data models with sample attrition
Das, Mitali - In: Journal of econometrics 120 (2004) 1, pp. 159-180
Persistent link: https://www.econbiz.de/10001998939
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Functional coefficient instrumental variables models
Cai, Zongwu; Das, Mitali; Xiong, Huaiyu; Wu, Xizhi - In: Journal of econometrics 133 (2006) 1, pp. 207-241
Persistent link: https://www.econbiz.de/10003354575
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Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C. B. - In: Journal of econometrics 130 (2006) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10003277950
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A semi-parametric estimator for censored selection models with endogeneity
Lee, Myoung-jae; Vella, Francis - In: Journal of econometrics 130 (2006) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10003277961
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Estimation of copula-based semiparametric time series models
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 130 (2006) 2, pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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Functional-coefficient models for nonstationary time series data
Cai, Zongwu; Li, Qi; Park, Joon Y. - In: Journal of econometrics 148 (2009) 2, pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
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A nonparametric test of weak separability and consumer preferences
Fleissig, Adrian R.; Whitney, Gerald A. - In: Journal of econometrics 147 (2008) 2, pp. 275-281
Persistent link: https://www.econbiz.de/10003809340
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Semiparametric estimation of binary response models with endogenous regressors
Rothe, Christoph - In: Journal of econometrics 153 (2009) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10003892653