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A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Journal of econometrics 206 (2018) 2, pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
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Quantile-based smooth transition value at risk estimation
Hubner, Stefan; Čížek, Pavel - In: The econometrics journal 22 (2019) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
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Inference in nonparametric series estimation with data-dependent undersmoothing
Kang, Byunghoon - 2017
Persistent link: https://www.econbiz.de/10012170228
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Identification and estimation of group-level partial effects
Nagasawa, Kenichi - 2020
Persistent link: https://www.econbiz.de/10012170882
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Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing - 2018
Persistent link: https://www.econbiz.de/10012183865
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Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis; Trabs, Mathias; Cybakov, Aleksandr B. - 2017
Persistent link: https://www.econbiz.de/10012198572
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Reexamining the Mincerian wage equation in Turkey : functional form and interpretation
Çağlayan Akay, Ebru; Uyar, Sinem Guler Kangalli - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 225-237
Persistent link: https://www.econbiz.de/10012199365
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Efficiency of the V-fold model selection for localized bases
Navarro, Fabien; Saumard, Adrien - 2017
Persistent link: https://www.econbiz.de/10012200011
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Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
Navarro, Fabien; Saumard, Adrien - 2017
Persistent link: https://www.econbiz.de/10012200026
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About Kendall's regression
Derumigny, Alexis; Fermanian, Jean-David - 2018
Persistent link: https://www.econbiz.de/10012201098