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Mixed data kernel copulas

Racine, Jeffrey - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10011285976

A robust entropy-based test of asymmetry for discrete and continuous processes

Maasoumi, Esfandiar (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003811473

A versatile and robust metric entropy test of time-reversibility, and other hypotheses

Racine, Jeffrey; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567

Persistent link: https://www.econbiz.de/10003464306

Infinite order cross-validated local polynomial regression

Hall, Peter G.; Racine, Jeffrey - 2013

Persistent link: https://www.econbiz.de/10009696975

The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics

Racine, Jeffrey (ed.) - 2014

Persistent link: https://www.econbiz.de/10010337797

A robust entropy-based test of asymmetry for discrete and continuous processes

Maasoumi, Esfandiar; Racine, Jeffrey - In: Econometric reviews 28 (2009) 1/3, pp. 246-261

Persistent link: https://www.econbiz.de/10003800738

Feasible cross-validatory model selection for general stationary processes

Racine, Jeffrey - In: Journal of applied econometrics 12 (1997) 2, pp. 169-179

Persistent link: https://www.econbiz.de/10001218279

The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics

Racine, Jeffrey (ed.) - 2014

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical...

Persistent link: https://www.econbiz.de/10012669710

Bootstrap model averaging unit root inference

Hansen, Bruce E.; Racine, Jeffrey - 2018

Persistent link: https://www.econbiz.de/10011823697

Locally adaptive online functional data

Patilea, Valentin; Racine, Jeffrey - 2024

Persistent link: https://www.econbiz.de/10014546088