The following pages link to (Q3428623):
Displaying 50 items.
- Regression discontinuity designs: a guide to practice (Q291074) (← links)
- Econometric modelling in finance and risk management: an overview (Q299247) (← links)
- Efficiency dynamics in Indian banking: a conditional directional distance approach (Q300068) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- Teaching nonparametric econometrics to undergraduates (Q312373) (← links)
- One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms (Q319646) (← links)
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach (Q321114) (← links)
- Stochastic data envelopment analysis -- a review (Q322610) (← links)
- Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions (Q334835) (← links)
- Centralized allocation of human resources. An application to public schools (Q342423) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Engel's law reconsidered (Q433143) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- Explaining inefficiency in nonparametric production models: the state of the art (Q490125) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Fractional order statistic approximation for nonparametric conditional quantile inference (Q503574) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Empirical implementation of nonparametric first-price auction models (Q527904) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Endogeneity in stochastic frontier models: copula approach without external instruments (Q529786) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- On internally corrected and symmetrized kernel estimators for nonparametric regression (Q619168) (← links)
- Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
- Probability-based least square support vector regression metamodeling technique for crashworthiness optimization problems (Q633524) (← links)
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector (Q662221) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Discrete associated kernels method and extensions (Q713900) (← links)
- A nonparametric approach for quantile regression (Q724304) (← links)
- Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
- Treatment effects in sample selection models and their nonparametric estimation (Q738157) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- Learning non-parametric basis independent models from point queries via low-rank methods (Q741260) (← links)
- A simple estimator for partial linear regression with endogenous nonparametric variables (Q741326) (← links)
- Nonparametric estimation with mixed data types in survey sampling (Q744340) (← links)
- Robust kernels for kernel density estimation (Q777674) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)