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Anzahl der Einträge: 26.

Rothe, Christoph ; Wied, Dominik (2020) Estimating derivatives of function-valued parameters in a class of moment condition models. Journal of Econometrics Amsterdam [u.a.] 217 1 1-19 [Zeitschriftenartikel]

Conrad, Christian ; Mammen, Enno (2016) Asymptotics for parametric GARCH-in-Mean models. Journal of Econometrics Amsterdam [u.a.] 194 2 319-329 [Zeitschriftenartikel]

Caetano, Carolina ; Rothe, Christoph ; Yıldız, Neşe (2016) A discontinuity test for identification in triangular nonseparable models. Journal of Econometrics Amsterdam [u.a.] 193 1 113-122 [Zeitschriftenartikel]

Breunig, Christoph (2015) Goodness-of-fit tests based on series estimators in nonparametric instrumental regression. Journal of Econometrics Amsterdam [u.a.] 184 2 328-346 [Zeitschriftenartikel]

Boneva, Lena ; Linton, Oliver ; Vogt, Michael (2015) A semiparametric model for heterogeneous panel data with fixed effects. Journal of Econometrics Amsterdam [u.a.] 188 2 327-345 [Zeitschriftenartikel]

Fengler, Matthias R. ; Mammen, Enno ; Vogt, Michael (2015) Specification and structural break tests for additive models with applications to realized variance data. Journal of Econometrics Amsterdam [u.a.] 188 1 196-218 [Zeitschriftenartikel]

Dunker, Fabian ; Florens, Jean-Pierre ; Hohage, Thorsten ; Johannes, Jan ; Mammen, Enno (2014) Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. Journal of Econometrics Amsterdam [u.a.] 178 3 444-455 [Zeitschriftenartikel]

Frandsen, Brigham R. ; Frölich, Markus ; Melly, Blaise (2012) Quantile treatment effects in the regression discontinuity design. Journal of Econometrics Amsterdam [u.a.] 168 2 382-395 [Zeitschriftenartikel]

Conrad, Christian (2010) Non-negativity conditions for the hyperbolic GARCH model. Journal of Econometrics Amsterdam [u.a.] 157 2 441-457 [Zeitschriftenartikel]

Klein, Tobias J. (2010) Heterogeneous treatment effects :iInstrumental variables without monotonicity? Journal of Econometrics Amsterdam [u.a.] 155 2 99-116 [Zeitschriftenartikel]

Rothe, Christoph (2010) Nonparametric estimation of distributional policy effects. Journal of Econometrics Amsterdam [u.a.] 155 1 56-70 [Zeitschriftenartikel]

Bollerslev, Tim ; Pigorsch, Uta ; Pigorsch, Christian ; Tauchen, George (2009) A Discrete-Time Model for Daily S & P500 Returns and Realized Variations: Jumps and Leverage Effects. Journal of Econometrics Amsterdam [u.a.] 150 2 151-166 [Zeitschriftenartikel]

Rothe, Christoph (2009) Semiparametric estimation of binary response models with endogenous regressors. Journal of Econometrics Amsterdam [u.a.] 153 1 51-64 [Zeitschriftenartikel]

Linton, Oliver ; Mammen, Enno (2008) Nonparametric transformation to white noise. Journal of Econometrics Amsterdam [u.a.] 14 1 241-264 [Zeitschriftenartikel]

Frölich, Markus (2007) Nonparametric IV estimation of local average treatment effects with covariates. Journal of Econometrics Amsterdam [u.a.] 139 1 35-75 [Zeitschriftenartikel]

Berg, Gerard J. van den (2007) On the uniqueness of optimal prices set by monopolistic sellers. Journal of Econometrics Amsterdam [u.a.] 141 2 482-491 [Zeitschriftenartikel]

Eckstein, Zvi ; Berg, Gerard J. van den (2007) Empirical labor search models: a survey. Journal of Econometrics Amsterdam [u.a.] 136 2 531-564 [Zeitschriftenartikel]

Trenkler, Carsten

; Lütkepohl, Helmut ; Saikkonen, Pentti (2003) Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift. Journal of Econometrics Amsterdam [u.a.] 113 2 201-229 [Zeitschriftenartikel]

Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten (2001) Estimating yield curves by kernel smoothing methods. Journal of Econometrics Amsterdam [u.a.] 105 1 185-223 [Zeitschriftenartikel]

Berg, Gerard J. van den ; Klaauw, Bas van der (2001) Combining micro and macro unemployment duration data. Journal of Econometrics Amsterdam [u.a.] 102 2 271-309 [Zeitschriftenartikel]

Lechner, Michael ; Bertschek, Irene (1998) Convenient Estimators for the Panel Probit Model. Journal of Econometrics Chichester 87 2 329-371 [Zeitschriftenartikel]

Fitzenberger, Bernd (1998) The Moving Blocks Bootstrap and Robust Inference for Linear Least Squares and Quantile Regressions. Journal of Econometrics Amsterdam [u.a.] 82 2 235-287 [Zeitschriftenartikel]

Berg, Gerard J. van den (1997) Association measures for durations in bivariate hazard rate models. Journal of Econometrics Amsterdam [u.a.] 79 2 221-245 [Zeitschriftenartikel]

Börsch-Supan, Axel (1993) Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models. Journal of Econometrics Amsterdam [u.a.] 58 3 347-368 [Zeitschriftenartikel]

Börsch-Supan, Axel (1990) On the Compatibility of Nested Multinominal Logit Models with Utility Maximization. Journal of Econometrics Amsterdam 373-388 [Zeitschriftenartikel]

Conrad, Klaus ; Unger, Ralph (1987) Ex post tests for short-and long-run optimization. Journal of Econometrics Amsterdam [u.a.] 36 3 339-358 [Zeitschriftenartikel]

Diese Liste wurde am Sat Nov 23 03:06:57 2024 CET automatisch erstellt.

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