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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: The econometrics journal 13 (2010) 1, pp. 40-62
Persistent link: https://www.econbiz.de/10003975647
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Adapting kernel estimation to uncertain smoothness
Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - 2011
Persistent link: https://www.econbiz.de/10009531795
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On intercept estimation in the sample selection model
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - 2000
Persistent link: https://www.econbiz.de/10001444261
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Rates of expansions for functional estimators
Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - In: Journal of quantitative economics 19 (2021), pp. 121-139
Persistent link: https://www.econbiz.de/10013441712
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Ethnic wage differences in Malaysia : parametric and semiparametric estimation of the Chinese-Malay wage gap
Schafgans, Marcia M. A. - In: Journal of applied econometrics 13 (1998) 5, pp. 481-504
Persistent link: https://www.econbiz.de/10001250508
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Semiparametric estimation of a sample selection model : a simulation study
Schafgans, Marcia M. A. - 1997
Persistent link: https://www.econbiz.de/10000960663
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Specification and estimation of semiparametric multiple-index models
Donkers, Bas; Schafgans, Marcia M. A. - In: Econometric theory 24 (2008) 6, pp. 1584-1606
Persistent link: https://www.econbiz.de/10003771790
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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805783
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2015
Persistent link: https://www.econbiz.de/10011280123
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A method of moments estimator for semiparametric index models
Donkers, Bas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048657