Juan Rodriguez-Poo

Available identifiers

zbMath Open rodriguez-poo.juan-manuelWikidataQ102169658 ScholiaQ102169658MaRDI QIDQ1302069

List of research outcomes

Publication	Date of Publication	Type
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2025-01-20	Paper
Nonparametric Specification Testing of Conditional Asset Pricing Models	2024-10-17	Paper
Direct semi-parametric estimation of fixed effects panel data varying coefficient models	2022-07-26	Paper
Nonparametric panel data regression with parametric cross-sectional dependence	2022-06-22	Paper
Nonparametric multidimensional fixed effects panel data models	2022-06-09	Paper
Testing for distributional features in varying coefficient panel data models	2022-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q5004053	2021-07-30	Paper
Unobserved Heterogeneity in Store Choice Models	2020-07-15	Paper
An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions	2020-07-15	Paper
Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects	2019-10-01	Paper
SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES	2018-12-21	Paper
Empirical likelihood based inference for fixed effects varying coefficient panel data models	2018-06-15	Paper
Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study	2016-08-12	Paper
Nonparametric estimation of time varying parameters under shape restrictions	2016-03-30	Paper
SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC	2016-01-22	Paper
Nonparametric estimation of fixed effects panel data varying coefficient models	2014-11-28	Paper
Low dimensional semiparametric estimation in a censored regression model	2010-11-25	Paper
An algorithm to estimate time-varying parameter SURE models under different types of restriction	2008-11-04	Paper
Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence	2007-09-28	Paper
https://portal.mardi4nfdi.de/entity/Q3431920	2007-04-13	Paper
An efficient marginal integration estimator of a semiparametric additive modelling	2005-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q4806201	2003-05-05	Paper
Asymptotic normality of maximum likelihood estimators for nonparametric multivariate regression models	2003-03-09	Paper
Finite sample behavior of two step estimators in selection models	2003-02-06	Paper
Nonparametric factor analysis of residual time series	2002-03-26	Paper
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.	2002-03-03	Paper
A note on the parametric three step estimator in structural labor supply models	2002-03-03	Paper
CONSTRAINED SMOOTHING SPLINES	2001-06-19	Paper
A nonparametric method to estimate time varying coefficients under seasonal constraints	2000-12-19	Paper
Longitudinal data with nonstationary errors: A nonparametric three-stage approach	2000-10-03	Paper
Semiparametric approaches to signal extraction problems in economic time series	2000-08-21	Paper
Variable Bandwidth Kernel Estimators of the Spectral Density	2000-03-01	Paper
Growth curve models with non-stationary errors	1999-03-14	Paper
Semiparametric estimation of a female labour participation model	1999-03-14	Paper
Semiparametric smoothing splines	1999-03-14	Paper
Estimation and specification testing in female labor participation models: parametric and semiparametric methods	1998-06-25	Paper
Kernel regression estimates of growth curves using nonstationary correlated errors	1997-08-28	Paper

Research outcomes over time

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