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Estimating Semiparametric ARCH((infinity)) Models by Kernel Smoothing Methods link rid="fn001">1
Linton, O.
;
Mammen, E.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 771-836
Persistent link: https://www.econbiz.de/10006752876
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Power Robustification of Approximately Linear Tests
Ehm, W.
;
Mammen, E.
;
Müller, D.W.
- In:
Journal of the American Statistical Association : JASA
90
(
1995
)
431
,
pp. 1025-1033
Persistent link: https://www.econbiz.de/10006634054
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3
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E.
;
Hjort, N.L.
;
Hjort, N.L.
;
Jones, M.C.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10007718233
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