Pages that link to "Item:Q2909254"
From MaRDI portal
The following pages link to SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254):
Displayed 12 items.
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity (Q2000832) (← links)
- A generalization of Lemma 1 in Kotlarski (1967) (Q2197595) (← links)
- On the identification of joint distributions using marginals and aggregates (Q2208860) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Kotlarski with a factor loading (Q2673201) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- A simple approach to quantile regression for panel data (Q4913915) (← links)
- ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS (Q5065461) (← links)
- Recovering Latent Variables by Matching (Q6107240) (← links)
- Time-varying unobserved heterogeneity in earnings shocks (Q6108304) (← links)
- Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)