Similar Search Results

The impact of microcredit borrowing on household consumption in Bangladesh

Schroeder, Elizabeth - In: Applied economics 52 (2020) 43, pp. 4765-4779

Persistent link: https://www.econbiz.de/10012298743

Improvized implied volatility function and nonparametric approach to unbiased estimation

Muhammad, Atif Sattar; Zhang, Hailiang; Kanwal, Samra; … - In: International journal of financial engineering 10 (2023) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014251229

Adaptive nonparametric regression with conditional heteroskedasticity

Jin, Sainan; Su, Liangjun; Xiao, Zhijie - In: Econometric theory 31 (2015) 6, pp. 1153-1191

Persistent link: https://www.econbiz.de/10011545532

Inference on trending panel data

Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304

Persistent link: https://www.econbiz.de/10012110387

Nonparametric estimation of the determinants of inefficiency

Parmeter, Christopher F.; Wang, Hung-jen; Kumbhakar, Subal - In: Journal of productivity analysis 47 (2017) 3, pp. 205-221

Persistent link: https://www.econbiz.de/10011878362

Efficient semiparametric instrumental variable estimation under conditional heteroskedasticity

Yao, Feng - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 32-55

Persistent link: https://www.econbiz.de/10010338431

A semiparametric model for binary response and continuous outcomes under index heteroscedasticity

Klein, Roger W.; Vella, Francis - In: Journal of applied econometrics 24 (2009) 5, pp. 735-762

Persistent link: https://www.econbiz.de/10003931578

A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models

Grobys, Klaus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 55-67

This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models. VAR models have become one of the most applied models for the analysis of multivariate time series. Econometric standard software usually provides parameter estimators that...

Persistent link: https://www.econbiz.de/10009511728

Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201

Persistent link: https://www.econbiz.de/10008839929

Bayesian regression with heteroscedastic error density and parametric mean function

Pelenis, Justinas - In: Journal of econometrics 178 (2014) 1, pp. 624-638

Persistent link: https://www.econbiz.de/10010257372

1
2
3
4
5
6
7
8
9
10
Next
Last