Tu, Yundong; Liang, Han-Ying; Wang, Qiying Nonparametric inference for quantile cointegrations with stationary covariates. (English) Zbl 07585124 J. Econom. 230, No. 2, 453-482 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Tu} et al., J. Econom. 230, No. 2, 453--482 (2022; Zbl 07585124) Full Text: DOI
Wang, Luya Adaptive testing using data-driven method selecting smoothing parameters. (English) Zbl 07562809 Econ. Lett. 215, Article ID 110538, 4 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Wang}, Econ. Lett. 215, Article ID 110538, 4 p. (2022; Zbl 07562809) Full Text: DOI
Fang, Ying; Tang, Shengfang; Cai, Zongwu; Lin, Ming An alternative test for conditional unconfoundedness using auxiliary variables. (English) Zbl 1452.62309 Econ. Lett. 194, Article ID 109320, 4 p. (2020). MSC: 62G10 62P25 PDFBibTeX XMLCite \textit{Y. Fang} et al., Econ. Lett. 194, Article ID 109320, 4 p. (2020; Zbl 1452.62309) Full Text: DOI
Wang, Shaoping; Li, Ang; Wen, Kuangyu; Wu, Ximing Robust kernels for kernel density estimation. (English) Zbl 1443.62086 Econ. Lett. 191, Article ID 109138, 4 p. (2020). MSC: 62G07 62G35 62G32 62P20 PDFBibTeX XMLCite \textit{S. Wang} et al., Econ. Lett. 191, Article ID 109138, 4 p. (2020; Zbl 1443.62086) Full Text: DOI