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Anzahl der Einträge:
26
.
2020
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]
2016
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]
2015
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]
2014
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]
2012
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]
2010
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]
2009
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]
2008
Linton, Oliver
;
Mammen, Enno
(2008)
Nonparametric transformation to white noise.
Journal of Econometrics Amsterdam [u.a.] 14 1 241-264 [Zeitschriftenartikel]
2007
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]
2003
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
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]
2001
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]
1998
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]
1997
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]
1993
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]
1990
Börsch-Supan, Axel
(1990)
On the Compatibility of Nested Multinominal Logit Models with Utility Maximization.
Journal of Econometrics Amsterdam 373-388 [Zeitschriftenartikel]
1987
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
Fri Aug 16 03:20:34 2024 CEST
automatisch erstellt.