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Can one estimate the unconditional distribution of post-model-selection estimators?
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 338-376
Persistent link: https://www.econbiz.de/10003894196
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Predictive density estimation for multiple regression
George, Edward I.; Xu, Xinyi - In: Econometric theory 24 (2008) 2, pp. 528-544
Persistent link: https://www.econbiz.de/10003894214
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Kernel estimation when density may not exist
Zinde-Walsh, Victoria - In: Econometric theory 24 (2008) 3, pp. 696-725
Persistent link: https://www.econbiz.de/10003894292
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Estimating endogenous switching regression model with a flexible parametric distribution function : application to Korean housing demand
Choi, Pilsun; Min, Insik - In: Applied economics 41 (2009) 22/24, pp. 3045-3055
Persistent link: https://www.econbiz.de/10003895060
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Minimum distance estimation and testing of DSGE models from structural VARs
Fève, Patrick; Matheron, Julien; Sahuc, Jean-Guillaume - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 883-894
Persistent link: https://www.econbiz.de/10003899016
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The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification
Forchini, Giovanni - In: Economics letters 105 (2009) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10003899350
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Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Mora, Juan; Pérez-Alonso, Alicia - 2008
Persistent link: https://www.econbiz.de/10003871481
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Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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A note on a non-parametric tail dependence estimator
Fischer, Matthias; Dörflinger, Marco - 2006
We present a non-parametric tail dependence estimator which arises naturally from a specific regression model. Above that, this tail dependence estimator also results from a specific copula mixture. -- Upper tail dependence ; nonparametric estimation ; copula
Persistent link: https://www.econbiz.de/10003903620