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Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent; Le Barbanchon, Thomas - 2014
Persistent link: https://www.econbiz.de/10010457133
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Selection bias correction based on the multinomial logit model
Bourguignon, François; Fournier, Martin; Gurgand, Marc - 2002
Persistent link: https://www.econbiz.de/10001660143
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Identification of mixture models using support variations
D'Haultfœuille, Xavier; Février, Philippe - 2010
Persistent link: https://www.econbiz.de/10009405997
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Estimation of the marginal density of a continuous time stochastic process by wavelets and an application to diffusion processes
Leblanc, Frédérique - 1994
Persistent link: https://www.econbiz.de/10000901244
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Estimating a nonlinear rational expectations model with unobservable state variables
Deaton, Angus; Laroque, Guy - 1994
Persistent link: https://www.econbiz.de/10000902185
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Forecast intervals in Arch exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000902195
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994 - Rev
Persistent link: https://www.econbiz.de/10000902196
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A note on the confidence properties of reference priors for the calibration model
Philippe, Anne; Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000908208
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Tests of rank
Robin, Jean-Marc; Smith, Richard J. - 1994
Persistent link: https://www.econbiz.de/10000908209
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Sums of k-record values and the exponent of regular variation
Berred, Alexandre M. - 1995
Persistent link: https://www.econbiz.de/10000908212