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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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Identification of semiparametric model coefficients, with an application to collective households
Lewbel, Arthur; Lin, Xirong - 2019
Persistent link: https://www.econbiz.de/10012231394
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Identifying the average treatment effect in ordered treatment models without unconfoundedness
Lewbel, Arthur; Yang, Thomas Tao - In: Journal of econometrics 195 (2016) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011705228
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Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
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Nonparametric estimation of homethetic and homothetically separable functions
Lewbel, Arthur; Linton, Oliver - 2003
Persistent link: https://www.econbiz.de/10001818338
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A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 4, pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
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Nonparametric censored and truncated regression
Lewbel, Arthur; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 765-779
Persistent link: https://www.econbiz.de/10001661278
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Semiparametric binary choice panel data models without strictly exogeneous regressions
Honoré, Bo E.; Lewbel, Arthur - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2053-2063
Persistent link: https://www.econbiz.de/10001702258
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Nonparametric censored and truncated regression
Lewbel, Arthur; Linton, Oliver - 2000
Persistent link: https://www.econbiz.de/10001551047
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Nonparametric estimation homothetic and homothetically separable functions
Lewbel, Arthur (contributor); Linton, Oliver (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835900