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A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix; Martinez-Riquelme, Carolina - In: Insurance / Mathematics & economics 108 (2023), pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
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Identification of marginal effects in a nonparametric correlated random effects model
Bester, C. Alan; Hansen, Christian Bailey - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 235-250
Persistent link: https://www.econbiz.de/10003885786
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Central limit theorems for local emprical processes near boundaries of sets
Einmahl, John H. J. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003661444
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Nonparametric identification under discrete variation
Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 5, pp. 1525-1550
Persistent link: https://www.econbiz.de/10003096723
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Nonparametric identification with discrete endogenous variables
Chesher, Andrew (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777063
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On the estimation of panel regression models with fixed effects
Kruiniger, Hugo - 2001
Persistent link: https://www.econbiz.de/10001664897
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Nonparametric identification under discrete variation
Chesher, Andrew (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001877990
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Nonparametric tests of additive derivative constraints
Stoker, Thomas Martin - 1987
Persistent link: https://www.econbiz.de/10000731582
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Testing nonmarket values in a nonparametric framework
Adamowicz, Wiktor; Graham-Tomasi, Theodore D. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000779922
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On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V. - 1993
Persistent link: https://www.econbiz.de/10000875387