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Kernel estimation of average derivatives and differences
Coppejans, Mark; Sieg, Holger - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 211-225
Persistent link: https://www.econbiz.de/10002781697
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On Kolmogorov's representation of funtions of several variables by functions of one variable
Coppejans, Mark - In: Journal of econometrics 123 (2004) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002223678
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Effective nonparametric estimation in the case of severely discretized data
Coppejans, Mark - In: Journal of econometrics 117 (2003) 2, pp. 331-367
Persistent link: https://www.econbiz.de/10001799204
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Cross-validated SNP density estimates
Coppejans, Mark; Gallant, A. Ronald - In: Journal of econometrics 110 (2002) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10001689441
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Identification and semiparametric estimation of equilibrium models of local jurisdictions
Epple, Dennis N.; Peress, Michael; Sieg, Holger - In: American economic journal : a journal of the American … 2 (2010) 4, pp. 195-220
Persistent link: https://www.econbiz.de/10008903105
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Estimating a dynamic model of household choices in the presence of income taxation
Sieg, Holger - In: International economic review 41 (2000) 3, pp. 637-668
Persistent link: https://www.econbiz.de/10001499724
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Using monotonicity restrictions to identify models with partially latent covariates
Bang, Minji; Gao, Wayne Yuan; Postlewaite, Andrew; … - 2021 - Revised April 2, 2021, revised March 23, 2022
Persistent link: https://www.econbiz.de/10013206039