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Efficient bias robust regression for time series factor models
Martin, R. Douglas; Xia, Daniel Z. - In: The journal of asset management : a major new, … 23 (2022) 3, pp. 215-234
Persistent link: https://www.econbiz.de/10013199106
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Quantile regression and structural change in the Italian wage equation
Furno, Marilena - In: Economic modelling 30 (2013), pp. 420-434
Persistent link: https://www.econbiz.de/10009706908
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Identifying covariates of population health using extreme bound analysis
Carmignani, Fabrizio; Shankar, Sriram; Tan, Eng Joo; … - In: The European journal of health economics : HEPAC ; … 15 (2014) 5, pp. 515-531
Persistent link: https://www.econbiz.de/10010402945
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Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 269-306). 2022
Persistent link: https://www.econbiz.de/10013194599
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Robust uniform inference for quantile treatment effects in regression discontinuity designs
Chiang, Harold D.; Hsu, Yu-Chin; Sasaki, Yuya - In: Journal of econometrics 211 (2019) 2, pp. 589-618
Persistent link: https://www.econbiz.de/10012303853
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Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012308723
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Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012232995
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert (ed.); Schneeweiß, Hans (honouree);  … - 1998
between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the … Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and … Statistics at the Ludwig-Maximilians-University in Mu­ nich since 1973. His extensive research activities abroad included …
Persistent link: https://www.econbiz.de/10000655961
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998
statistics for testing the presence of interactions are proposed. Asymptotics for the test functions are obtained, but in this … for the production function is discussed. -- Nonparametric Regression ; Additive Models ; Testing Additivity ; Derivative … Estimation …
Persistent link: https://www.econbiz.de/10009574875
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Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10011389730