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A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.; Phillips, Peter C. B. - In: Journal of econometrics 137 (2007) 2, pp. 354-395
Persistent link: https://www.econbiz.de/10003441769
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
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Testing-optimal Kernel choice in HAR inference
Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 219 (2020) 1, pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
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Nonparametric conditional quantile estimation : a locally weighted quantile kernel approach
Racine, Jeffrey; Li, Kevin - In: Journal of econometrics 201 (2017) 1, pp. 72-95
Persistent link: https://www.econbiz.de/10011917426
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Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis - In: Journal of econometrics 193 (2016) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011704746
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Approximation of sign-regular kernels
Knox, Thomas A. - In: Journal of econometrics 226 (2022) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10013440546
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A simple, flexible distributed lag technique : the polynomial inverse lag
Mitchell, Douglas W.; Speaker, Paul J. - In: Journal of econometrics 31 (1986) 3, pp. 329-340
Persistent link: https://www.econbiz.de/10003632682
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Specification and testing of some modified count data models
Mullahy, John - In: Journal of econometrics 33 (1986) 3, pp. 341-365
Persistent link: https://www.econbiz.de/10003638477
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The regression discontinuity design : theory and applications
Imbens, Guido (contributor); Lemieux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003645484
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041