Andreou, Panayiotis C.; Anyfantaki, Sofia; Maasoumi, Esfandiar; Sala, Carlo Extremal quantiles and stock price crashes. (English) Zbl 07773933 Econom. Rev. 42, No. 9-10, 703-724 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{P. C. Andreou} et al., Econom. Rev. 42, No. 9--10, 703--724 (2023; Zbl 07773933) Full Text: DOI
Li, Shuo; Peng, Liuhua; Tu, Yundong Testing independence between exogenous variables and unobserved errors. (English) Zbl 07584726 Econom. Rev. 41, No. 7, 697-728 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{S. Li} et al., Econom. Rev. 41, No. 7, 697--728 (2022; Zbl 07584726) Full Text: DOI
Kim, Kyoo il; Song, Suyong Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data. (English) Zbl 1524.62583 Econom. Rev. 41, No. 4, 448-483 (2022). MSC: 62P20 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{K. i. Kim} and \textit{S. Song}, Econom. Rev. 41, No. 4, 448--483 (2022; Zbl 1524.62583) Full Text: DOI
Čížek, Pavel; Koo, Chao Hui Semiparametric transition models. (English) Zbl 1524.62422 Econom. Rev. 41, No. 4, 400-415 (2022). MSC: 62M10 62G08 62P20 PDFBibTeX XMLCite \textit{P. Čížek} and \textit{C. H. Koo}, Econom. Rev. 41, No. 4, 400--415 (2022; Zbl 1524.62422) Full Text: DOI
Hu, Yingyao; Shiu, Ji-Liang A simple test of completeness in a class of nonparametric specification. (English) Zbl 1524.62581 Econom. Rev. 41, No. 4, 373-399 (2022). MSC: 62P20 62G08 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{J.-L. Shiu}, Econom. Rev. 41, No. 4, 373--399 (2022; Zbl 1524.62581) Full Text: DOI Link
Benini, Giacomo; Sperlich, Stefan Modeling heterogeneous treatment effects in the presence of endogeneity. (English) Zbl 1524.62567 Econom. Rev. 41, No. 3, 359-372 (2022). MSC: 62P20 62G05 62G08 62J12 PDFBibTeX XMLCite \textit{G. Benini} and \textit{S. Sperlich}, Econom. Rev. 41, No. 3, 359--372 (2022; Zbl 1524.62567) Full Text: DOI
Henderson, Daniel J.; Soberon, Alexandra; Rodriguez-Poo, Juan M. Nonparametric multidimensional fixed effects panel data models. (English) Zbl 1524.62579 Econom. Rev. 41, No. 3, 321-358 (2022). MSC: 62P20 62G08 62G05 62M10 PDFBibTeX XMLCite \textit{D. J. Henderson} et al., Econom. Rev. 41, No. 3, 321--358 (2022; Zbl 1524.62579) Full Text: DOI
Philipps, Collin S. The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE. (English) Zbl 1490.62474 Econom. Rev. 41, No. 1, 99-114 (2022). MSC: 62P20 62J05 PDFBibTeX XMLCite \textit{C. S. Philipps}, Econom. Rev. 41, No. 1, 99--114 (2022; Zbl 1490.62474) Full Text: DOI
Xu, Qiuhua; Cai, Zongwu; Fang, Ying Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation. (English) Zbl 1490.62491 Econom. Rev. 40, No. 10, 919-943 (2021). MSC: 62P20 62G05 62G08 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{Q. Xu} et al., Econom. Rev. 40, No. 10, 919--943 (2021; Zbl 1490.62491) Full Text: DOI
Beresteanu, Arie; Sasaki, Yuya Quantile regression with interval data. (English) Zbl 1490.62418 Econom. Rev. 40, No. 6, 562-583 (2021). MSC: 62P20 62G05 62G20 PDFBibTeX XMLCite \textit{A. Beresteanu} and \textit{Y. Sasaki}, Econom. Rev. 40, No. 6, 562--583 (2021; Zbl 1490.62418) Full Text: DOI arXiv
Klein, Roger; Shen, Chan An IV estimator for a functional coefficient model with endogenous discrete treatments. (English) Zbl 1490.62458 Econom. Rev. 40, No. 6, 540-561 (2021). MSC: 62P20 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{R. Klein} and \textit{C. Shen}, Econom. Rev. 40, No. 6, 540--561 (2021; Zbl 1490.62458) Full Text: DOI
Hua, Qiuling; Xiao, Zhijie; Zhou, Hongtao Right tail information and asset pricing. (English) Zbl 1490.91225 Econom. Rev. 40, No. 8, 728-749 (2021). MSC: 91G30 91G10 62P05 62G32 62G08 PDFBibTeX XMLCite \textit{Q. Hua} et al., Econom. Rev. 40, No. 8, 728--749 (2021; Zbl 1490.91225) Full Text: DOI
Wang, Qian; Chen, Songnian Moment estimation for censored quantile regression. (English) Zbl 1491.62266 Econom. Rev. 40, No. 9, 815-829 (2021). MSC: 62P20 62G08 62N02 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{S. Chen}, Econom. Rev. 40, No. 9, 815--829 (2021; Zbl 1491.62266) Full Text: DOI
Troster, Victor; Wied, Dominik A specification test for dynamic conditional distribution models with function-valued parameters. (English) Zbl 1490.62112 Econom. Rev. 40, No. 2, 109-127 (2021). MSC: 62G10 62M10 62G20 62P20 91G70 PDFBibTeX XMLCite \textit{V. Troster} and \textit{D. Wied}, Econom. Rev. 40, No. 2, 109--127 (2021; Zbl 1490.62112) Full Text: DOI
Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie Quantile aggregation and combination for stock return prediction. (English) Zbl 1490.62321 Econom. Rev. 39, No. 7, 715-743 (2020). MSC: 62P05 62G08 91G10 PDFBibTeX XMLCite \textit{C. Jiang} et al., Econom. Rev. 39, No. 7, 715--743 (2020; Zbl 1490.62321) Full Text: DOI
Chu, Ba M.; Jacho-Chávez, David T.; Linton, Oliver B. Standard errors for nonparametric regression. (English) Zbl 1480.62066 Econom. Rev. 39, No. 7, 674-690 (2020). MSC: 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{B. M. Chu} et al., Econom. Rev. 39, No. 7, 674--690 (2020; Zbl 1480.62066) Full Text: DOI
Ma, Shujie; Racine, Jeffrey S.; Ullah, Aman Nonparametric estimation of marginal effects in regression-spline random effects models. (English) Zbl 1490.62101 Econom. Rev. 39, No. 8, 792-825 (2020). MSC: 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{S. Ma} et al., Econom. Rev. 39, No. 8, 792--825 (2020; Zbl 1490.62101) Full Text: DOI Link
Coudin, Elise; Dufour, Jean-Marie Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors. (English) Zbl 1490.62433 Econom. Rev. 39, No. 8, 763-791 (2020). MSC: 62P20 62M10 62J05 62F12 62F25 PDFBibTeX XMLCite \textit{E. Coudin} and \textit{J.-M. Dufour}, Econom. Rev. 39, No. 8, 763--791 (2020; Zbl 1490.62433) Full Text: DOI Link
Gao, Jiti; Kim, Namhyun; Saart, Patrick W. On endogeneity and shape invariance in extended partially linear single index models. (English) Zbl 1490.62099 Econom. Rev. 39, No. 4, 415-435 (2020). MSC: 62G08 62G07 62P20 PDFBibTeX XMLCite \textit{J. Gao} et al., Econom. Rev. 39, No. 4, 415--435 (2020; Zbl 1490.62099) Full Text: DOI Link
Delgado, Michael S.; Ozabaci, Deniz; Sun, Yiguo; Kumbhakar, Subal C. Smooth coefficient models with endogenous environmental variables. (English) Zbl 1490.62097 Econom. Rev. 39, No. 2, 158-180 (2020). MSC: 62G08 62M10 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{M. S. Delgado} et al., Econom. Rev. 39, No. 2, 158--180 (2020; Zbl 1490.62097) Full Text: DOI
Cardot, Hervé; Musolesi, Antonio Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France. (English) Zbl 1490.62427 Econom. Rev. 39, No. 2, 135-157 (2020). MSC: 62P20 62G08 PDFBibTeX XMLCite \textit{H. Cardot} and \textit{A. Musolesi}, Econom. Rev. 39, No. 2, 135--157 (2020; Zbl 1490.62427) Full Text: DOI arXiv
Soberon, Alexandra; Stute, Winfried; Rodriguez-Poo, Juan M. Testing for distributional features in varying coefficient panel data models. (English) Zbl 1490.62481 Econom. Rev. 39, No. 3, 277-298 (2020). MSC: 62P20 62G07 62G08 62G10 62G20 91B38 PDFBibTeX XMLCite \textit{A. Soberon} et al., Econom. Rev. 39, No. 3, 277--298 (2020; Zbl 1490.62481) Full Text: DOI Link
Xie, Qichang; Sun, Qiankun; Liu, Junxian Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function. (English) Zbl 1490.62103 Econom. Rev. 39, No. 3, 215-233 (2020). MSC: 62G08 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{Q. Xie} et al., Econom. Rev. 39, No. 3, 215--233 (2020; Zbl 1490.62103) Full Text: DOI
Li, Shuo; Tu, Yundong A joint test for parametric specification and independence in nonlinear regression models. (English) Zbl 1491.62031 Econom. Rev. 38, No. 10, 1202-1215 (2019). MSC: 62G08 62G10 62J02 62G20 62E20 62P20 PDFBibTeX XMLCite \textit{S. Li} and \textit{Y. Tu}, Econom. Rev. 38, No. 10, 1202--1215 (2019; Zbl 1491.62031) Full Text: DOI
Freyberger, Joachim; Masten, Matthew A. A practical guide to compact infinite dimensional parameter spaces. (English) Zbl 1490.62438 Econom. Rev. 38, No. 9, 979-1006 (2019). MSC: 62P20 62G05 62G08 62G20 46E35 PDFBibTeX XMLCite \textit{J. Freyberger} and \textit{M. A. Masten}, Econom. Rev. 38, No. 9, 979--1006 (2019; Zbl 1490.62438) Full Text: DOI
Aristodemou, Katerina; He, Jian; Yu, Keming Binary quantile regression and variable selection: a new approach. (English) Zbl 1490.62414 Econom. Rev. 38, No. 6, 679-694 (2019). MSC: 62P20 62G08 62J07 PDFBibTeX XMLCite \textit{K. Aristodemou} et al., Econom. Rev. 38, No. 6, 679--694 (2019; Zbl 1490.62414) Full Text: DOI Link
Cheng, Tingting Functional coefficient time series models with trending regressors. (English) Zbl 1490.62234 Econom. Rev. 38, No. 6, 636-659 (2019). MSC: 62M10 62R10 62G07 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{T. Cheng}, Econom. Rev. 38, No. 6, 636--659 (2019; Zbl 1490.62234) Full Text: DOI
Yanagi, Takahide Inference on local average treatment effects for misclassified treatment. (English) Zbl 1490.62492 Econom. Rev. 38, No. 8, 938-960 (2019). MSC: 62P20 62G08 PDFBibTeX XMLCite \textit{T. Yanagi}, Econom. Rev. 38, No. 8, 938--960 (2019; Zbl 1490.62492) Full Text: DOI arXiv
Su, Liangjun; Xu, Pai Common threshold in quantile regressions with an application to pricing for reputation. (English) Zbl 1490.62483 Econom. Rev. 38, No. 4, 417-450 (2019). MSC: 62P20 62M10 62F12 PDFBibTeX XMLCite \textit{L. Su} and \textit{P. Xu}, Econom. Rev. 38, No. 4, 417--450 (2019; Zbl 1490.62483) Full Text: DOI Link
Uematsu, Yoshimasa Nonstationary nonlinear quantile regression. (English) Zbl 1490.62282 Econom. Rev. 38, No. 4, 386-416 (2019). MSC: 62M10 62J02 62F12 62P20 PDFBibTeX XMLCite \textit{Y. Uematsu}, Econom. Rev. 38, No. 4, 386--416 (2019; Zbl 1490.62282) Full Text: DOI
Dong, Chaohua; Gao, Jiti Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression. (English) Zbl 1490.62237 Econom. Rev. 38, No. 2, 125-150 (2019). MSC: 62M10 60G51 62G08 62G20 62E20 PDFBibTeX XMLCite \textit{C. Dong} and \textit{J. Gao}, Econom. Rev. 38, No. 2, 125--150 (2019; Zbl 1490.62237) Full Text: DOI Link
Li, Haiqi; Park, Sung Y. Testing for a unit root in a nonlinear quantile autoregression framework. (English) Zbl 1491.62111 Econom. Rev. 37, No. 8, 867-892 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{H. Li} and \textit{S. Y. Park}, Econom. Rev. 37, No. 8, 867--892 (2018; Zbl 1491.62111) Full Text: DOI
Troster, Victor Testing for Granger-causality in quantiles. (English) Zbl 1490.62487 Econom. Rev. 37, No. 8, 850-866 (2018). MSC: 62P20 62F03 62G10 62M10 62G20 PDFBibTeX XMLCite \textit{V. Troster}, Econom. Rev. 37, No. 8, 850--866 (2018; Zbl 1490.62487) Full Text: DOI
Yang, Ke More efficient local polynomial regression with random-effects panel data models. (English) Zbl 1490.62104 Econom. Rev. 37, No. 7, 760-776 (2018). MSC: 62G08 PDFBibTeX XMLCite \textit{K. Yang}, Econom. Rev. 37, No. 7, 760--776 (2018; Zbl 1490.62104) Full Text: DOI
Li, Zheng; Liu, Guannan; Li, Qi Nonparametric Knn estimation with monotone constraints. (English) Zbl 1524.62185 Econom. Rev. 36, No. 6-9, 988-1006 (2017). MSC: 62G08 62G05 62P20 PDFBibTeX XMLCite \textit{Z. Li} et al., Econom. Rev. 36, No. 6--9, 988--1006 (2017; Zbl 1524.62185) Full Text: DOI
Ullah, Aman; Wan, Alan T. K.; Wang, Huansha; Zhang, Xinyu; Zou, Guohua A semiparametric generalized ridge estimator and link with model averaging. (English) Zbl 1524.62193 Econom. Rev. 36, No. 1-3, 370-384 (2017). MSC: 62G08 62J07 62P20 PDFBibTeX XMLCite \textit{A. Ullah} et al., Econom. Rev. 36, No. 1--3, 370--384 (2017; Zbl 1524.62193) Full Text: DOI Link
Li, Kunpeng; Li, Degui; Liang, Zhongwen; Hsiao, Cheng Estimation of semi-varying coefficient models with nonstationary regressors. (English) Zbl 1524.62443 Econom. Rev. 36, No. 1-3, 354-369 (2017). MSC: 62M10 62G08 62G20 62E20 PDFBibTeX XMLCite \textit{K. Li} et al., Econom. Rev. 36, No. 1--3, 354--369 (2017; Zbl 1524.62443) Full Text: DOI Link
Kiefer, Nicholas M.; Racine, Jeffrey S. The smooth colonel and the reverend find common ground. (English) Zbl 1524.62181 Econom. Rev. 36, No. 1-3, 241-256 (2017). MSC: 62G08 62F15 62G07 62J05 62P20 PDFBibTeX XMLCite \textit{N. M. Kiefer} and \textit{J. S. Racine}, Econom. Rev. 36, No. 1--3, 241--256 (2017; Zbl 1524.62181) Full Text: DOI Link
Green, Carl; Li, Qi; Zhang, Yu Yvette Nonparametric estimation of regression models with mixed discrete and continuous covariates by the \(k\)-nn method. (English) Zbl 1524.62145 Econom. Rev. 36, No. 1-3, 205-224 (2017). MSC: 62G05 62G08 62E20 PDFBibTeX XMLCite \textit{C. Green} et al., Econom. Rev. 36, No. 1--3, 205--224 (2017; Zbl 1524.62145) Full Text: DOI
Kock, Anders Bredahl; Teräsvirta, Timo Forecasting macroeconomic variables using neural network models and three automated model selection techniques. (English) Zbl 1491.62234 Econom. Rev. 35, No. 8-10, 1753-1779 (2016). MSC: 62P20 62G08 62J07 62M20 68T07 91B82 PDFBibTeX XMLCite \textit{A. B. Kock} and \textit{T. Teräsvirta}, Econom. Rev. 35, No. 8--10, 1753--1779 (2016; Zbl 1491.62234) Full Text: DOI Link
Shi, Zhentao Estimation of sparse structural parameters with many endogenous variables. (English) Zbl 1491.62260 Econom. Rev. 35, No. 8-10, 1582-1608 (2016). MSC: 62P20 62J07 62J05 62G08 62F12 PDFBibTeX XMLCite \textit{Z. Shi}, Econom. Rev. 35, No. 8--10, 1582--1608 (2016; Zbl 1491.62260) Full Text: DOI
Caner, Mehmet; Kock, Anders Bredahl Oracle inequalities for convex loss functions with nonlinear targets. (English) Zbl 1491.62056 Econom. Rev. 35, No. 8-10, 1377-1411 (2016). MSC: 62J05 62J07 62G08 62F12 62J12 PDFBibTeX XMLCite \textit{M. Caner} and \textit{A. B. Kock}, Econom. Rev. 35, No. 8--10, 1377--1411 (2016; Zbl 1491.62056) Full Text: DOI arXiv Link
Wan, Alan T. K.; You, Jinhong; Zhang, Riquan A seemingly unrelated nonparametric additive model with autoregressive errors. (English) Zbl 1491.62032 Econom. Rev. 35, No. 5, 894-928 (2016). MSC: 62G08 62G20 62M10 62J05 62P20 PDFBibTeX XMLCite \textit{A. T. K. Wan} et al., Econom. Rev. 35, No. 5, 894--928 (2016; Zbl 1491.62032) Full Text: DOI
Kim, Kun Ho Inference of the trend in a partially linear model with locally stationary regressors. (English) Zbl 1491.62108 Econom. Rev. 35, No. 7, 1194-1220 (2016). MSC: 62M10 62G05 62G08 62G15 62P20 PDFBibTeX XMLCite \textit{K. H. Kim}, Econom. Rev. 35, No. 7, 1194--1220 (2016; Zbl 1491.62108) Full Text: DOI
Cai, Yuzhi A general quantile function model for economic and financial time series. (English) Zbl 1491.62030 Econom. Rev. 35, No. 7, 1173-1193 (2016). MSC: 62G08 62F15 62M10 62P05 PDFBibTeX XMLCite \textit{Y. Cai}, Econom. Rev. 35, No. 7, 1173--1193 (2016; Zbl 1491.62030) Full Text: DOI Link
Gu, Jingping; Li, Qi; Yang, Jui-Chung Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution. (English) Zbl 1491.62027 Econom. Rev. 34, No. 6-10, 979-1010 (2015). MSC: 62G07 62H12 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{J. Gu} et al., Econom. Rev. 34, No. 6--10, 979--1010 (2015; Zbl 1491.62027) Full Text: DOI
Gao, Qi; Liu, Long; Racine, Jeffrey S. A partially linear kernel estimator for categorical data. (English) Zbl 1491.62212 Econom. Rev. 34, No. 6-10, 959-978 (2015). MSC: 62P20 62G07 62G08 62G20 PDFBibTeX XMLCite \textit{Q. Gao} et al., Econom. Rev. 34, No. 6--10, 959--978 (2015; Zbl 1491.62212) Full Text: DOI
Martins-Filho, Carlos; Yao, Feng; Torero, Maximo High-order conditional quantile estimation based on nonparametric models of regression. (English) Zbl 1491.62037 Econom. Rev. 34, No. 6-10, 907-958 (2015). MSC: 62G30 62G05 62G07 62G08 62G20 62P05 PDFBibTeX XMLCite \textit{C. Martins-Filho} et al., Econom. Rev. 34, No. 6--10, 907--958 (2015; Zbl 1491.62037) Full Text: DOI
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng Local linear estimation of a nonparametric cointegration model. (English) Zbl 1491.62109 Econom. Rev. 34, No. 6-10, 882-906 (2015). MSC: 62M10 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{Z. Liang} et al., Econom. Rev. 34, No. 6--10, 882--906 (2015; Zbl 1491.62109) Full Text: DOI
Escanciano, Juan Carlos; Zhu, Lin A simple data-driven estimator for the semiparametric sample selection model. (English) Zbl 1491.62208 Econom. Rev. 34, No. 6-10, 734-762 (2015). MSC: 62P20 62G08 62G05 62E20 PDFBibTeX XMLCite \textit{J. C. Escanciano} and \textit{L. Zhu}, Econom. Rev. 34, No. 6--10, 734--762 (2015; Zbl 1491.62208) Full Text: DOI
Cai, Zongwu; Chen, Linna; Fang, Ying Semiparametric estimation of partially varying-coefficient dynamic panel data models. (English) Zbl 1491.62187 Econom. Rev. 34, No. 6-10, 695-719 (2015). MSC: 62P20 62M10 62G05 62G08 PDFBibTeX XMLCite \textit{Z. Cai} et al., Econom. Rev. 34, No. 6--10, 695--719 (2015; Zbl 1491.62187) Full Text: DOI
Flores, Carlos A.; Flores-Lagunes, Alfonso; Kapetanakis, Dimitrios Lessons from quantile panel estimation of the environmental Kuznets curve. (English) Zbl 1491.62210 Econom. Rev. 33, No. 8, 815-853 (2014). MSC: 62P20 62J05 62G08 91B76 PDFBibTeX XMLCite \textit{C. A. Flores} et al., Econom. Rev. 33, No. 8, 815--853 (2014; Zbl 1491.62210) Full Text: DOI Link
Chen, Jia; Gao, Jiti; Li, Degui Estimation in single-index panel data models with heterogeneous link functions. (English) Zbl 1491.62092 Econom. Rev. 32, No. 8, 928-955 (2013). MSC: 62M10 62G05 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{J. Chen} et al., Econom. Rev. 32, No. 8, 928--955 (2013; Zbl 1491.62092) Full Text: DOI Link
White, Halbert; Chalak, Karim Identification and identification failure for treatment effects using structural systems. (English) Zbl 1491.62268 Econom. Rev. 32, No. 3, 273-317 (2013). MSC: 62P20 62G05 62G08 91B82 PDFBibTeX XMLCite \textit{H. White} and \textit{K. Chalak}, Econom. Rev. 32, No. 3, 273--317 (2013; Zbl 1491.62268) Full Text: DOI
Lee, Myoung-Jae Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors. (English) Zbl 1491.62239 Econom. Rev. 31, No. 2, 171-214 (2012). MSC: 62P20 62G08 62G05 62F12 PDFBibTeX XMLCite \textit{M.-J. Lee}, Econom. Rev. 31, No. 2, 171--214 (2012; Zbl 1491.62239) Full Text: DOI
Kim, Chang Sik; Park, Joon Y. Cointegrating regressions with time heterogeneity. (English) Zbl 1192.62198 Econom. Rev. 29, No. 4, 397-438 (2010). MSC: 62M10 62G08 62P05 62G20 65C05 62H12 PDFBibTeX XMLCite \textit{C. S. Kim} and \textit{J. Y. Park}, Econom. Rev. 29, No. 4, 397--438 (2010; Zbl 1192.62198) Full Text: DOI
Hu, Yingyao; Ridder, Geert On deconvolution as a first stage nonparametric estimator. (English) Zbl 1192.62117 Econom. Rev. 29, No. 4, 365-396 (2010). MSC: 62G08 62J02 62G20 62E20 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{G. Ridder}, Econom. Rev. 29, No. 4, 365--396 (2010; Zbl 1192.62117) Full Text: DOI
Fitzenberger, Bernd; Wilke, Ralf A.; Zhang, Xuan Implementing Box-Cox quantile regression. (English) Zbl 1270.62083 Econom. Rev. 29, No. 2, 158-181 (2010). MSC: 62G30 PDFBibTeX XMLCite \textit{B. Fitzenberger} et al., Econom. Rev. 29, No. 2, 158--181 (2010; Zbl 1270.62083) Full Text: DOI
Tran, Kien C.; Tsionas, Efthymios G. Local GMM estimation of semiparametric panel data with smooth coefficient models. (English) Zbl 1180.62064 Econom. Rev. 29, No. 1, 39-61 (2010). MSC: 62G08 62G20 62P20 65C05 PDFBibTeX XMLCite \textit{K. C. Tran} and \textit{E. G. Tsionas}, Econom. Rev. 29, No. 1, 39--61 (2010; Zbl 1180.62064) Full Text: DOI
Terza, Joseph V. Parametric nonlinear regression with endogenous switching. (English) Zbl 1172.62022 Econom. Rev. 28, No. 6, 555-580 (2009). MSC: 62J02 62P20 62G08 PDFBibTeX XMLCite \textit{J. V. Terza}, Econom. Rev. 28, No. 6, 555--580 (2009; Zbl 1172.62022) Full Text: DOI
Martins-Filho, Carlos; Mishra, Santosh; Ullah, Aman A class of improved parametrically guided nonparametric regression estimators. (English) Zbl 1140.62034 Econom. Rev. 27, No. 4-6, 542-573 (2008). MSC: 62G08 62G05 62G20 62E20 PDFBibTeX XMLCite \textit{C. Martins-Filho} et al., Econom. Rev. 27, No. 4--6, 542--573 (2008; Zbl 1140.62034) Full Text: DOI
Racine, Jeffery S.; Hart, Jeffrey; Li, Qi Testing the significance of categorical predictor variables in nonparametric regression models. (English) Zbl 1106.62046 Econom. Rev. 25, No. 4, 523-544 (2006). MSC: 62G08 62G10 65C05 62P20 62G09 PDFBibTeX XMLCite \textit{J. S. Racine} et al., Econom. Rev. 25, No. 4, 523--544 (2006; Zbl 1106.62046) Full Text: DOI
Nielsen, Morten Ørregaard; Frederiksen, Per Houmann Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration. (English) Zbl 1080.62059 Econom. Rev. 24, No. 4, 405-443 (2005). MSC: 62M10 62F10 65C05 62G08 62Q05 PDFBibTeX XMLCite \textit{M. Ø. Nielsen} and \textit{P. H. Frederiksen}, Econom. Rev. 24, No. 4, 405--443 (2005; Zbl 1080.62059) Full Text: DOI Link
Hodgson, Douglas J. Semiparametric efficient estimation of the mean of a time series in the presence of conditional heterogeneity of unknown form. (English) Zbl 1133.62351 Econom. Rev. 23, No. 3, 229-257 (2004). MSC: 62M10 62G05 62G20 62G08 62G07 65C05 PDFBibTeX XMLCite \textit{D. J. Hodgson}, Econom. Rev. 23, No. 3, 229--257 (2004; Zbl 1133.62351) Full Text: DOI
Fan, Yanqin; Li, Qi A consistent model specification test based on the kernel sum of squares of residuals. (English) Zbl 1033.62038 Econom. Rev. 21, No. 3, 337-352 (2002). MSC: 62G08 62E20 62G10 PDFBibTeX XMLCite \textit{Y. Fan} and \textit{Q. Li}, Econom. Rev. 21, No. 3, 337--352 (2002; Zbl 1033.62038) Full Text: DOI
Lieberman, Offer The exact bias of the log-periodogram regression estimator. (English) Zbl 1077.62533 Econom. Rev. 20, No. 3, 369-383 (2001). MSC: 62M10 62E15 62E20 62G08 PDFBibTeX XMLCite \textit{O. Lieberman}, Econom. Rev. 20, No. 3, 369--383 (2001; Zbl 1077.62533) Full Text: DOI
Ai, Chunrong A modified average derivatives estimator. (English) Zbl 1026.62040 Econom. Rev. 20, No. 1, 113-131 (2001). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{C. Ai}, Econom. Rev. 20, No. 1, 113--131 (2001; Zbl 1026.62040) Full Text: DOI
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