| Publication | Date of Publication | Type |
|---|
Efficient estimation of a partially linear panel data model with cross-sectional dependence
Journal of Multivariate Analysis | 2025-01-20 | Paper |
Nonparametric Specification Testing of Conditional Asset Pricing Models
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Direct semi-parametric estimation of fixed effects panel data varying coefficient models
Econometrics Journal | 2022-07-26 | Paper |
Nonparametric panel data regression with parametric cross-sectional dependence
Econometrics Journal | 2022-06-22 | Paper |
Nonparametric multidimensional fixed effects panel data models
Econometric Reviews | 2022-06-09 | Paper |
Testing for distributional features in varying coefficient panel data models
Econometric Reviews | 2022-03-04 | Paper |
Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
| 2021-07-30 | Paper |
Unobserved Heterogeneity in Store Choice Models
Compstat | 2020-07-15 | Paper |
An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions
Compstat | 2020-07-15 | Paper |
Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
Journal of Multivariate Analysis | 2019-10-01 | Paper |
Semiparametric estimation of separable models with possibly limited dependent variables
Econometric Theory | 2018-12-21 | Paper |
Empirical likelihood based inference for fixed effects varying coefficient panel data models
Journal of Statistical Planning and Inference | 2018-06-15 | Paper |
Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
Computational Statistics | 2016-08-12 | Paper |
Nonparametric estimation of time varying parameters under shape restrictions
Journal of Econometrics | 2016-03-30 | Paper |
Specification testing when the null is nonparametric or semiparametric
Econometric Theory | 2016-01-22 | Paper |
Nonparametric estimation of fixed effects panel data varying coefficient models
Journal of Multivariate Analysis | 2014-11-28 | Paper |
Low dimensional semiparametric estimation in a censored regression model
Journal of Multivariate Analysis | 2010-11-25 | Paper |
An algorithm to estimate time-varying parameter SURE models under different types of restriction
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence
Contributions to Statistics | 2007-09-28 | Paper |
scientific article; zbMATH DE number 5142517 (Why is no real title available?)
| 2007-04-13 | Paper |
An efficient marginal integration estimator of a semiparametric additive modelling
Statistics \& Probability Letters | 2005-04-21 | Paper |
scientific article; zbMATH DE number 1905109 (Why is no real title available?)
| 2003-05-05 | Paper |
Asymptotic normality of maximum likelihood estimators for nonparametric multivariate regression models
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2003-03-09 | Paper |
Finite sample behavior of two step estimators in selection models
Computational Statistics | 2003-02-06 | Paper |
Nonparametric factor analysis of residual time series
Test | 2002-03-26 | Paper |
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
Economics Letters | 2002-03-03 | Paper |
A note on the parametric three step estimator in structural labor supply models
Economics Letters | 2002-03-03 | Paper |
CONSTRAINED SMOOTHING SPLINES
Econometric Theory | 2001-06-19 | Paper |
A nonparametric method to estimate time varying coefficients under seasonal constraints
Journal of Nonparametric Statistics | 2000-12-19 | Paper |
Longitudinal data with nonstationary errors: A nonparametric three-stage approach
Test | 2000-10-03 | Paper |
Semiparametric approaches to signal extraction problems in economic time series
Computational Statistics and Data Analysis | 2000-08-21 | Paper |
Variable Bandwidth Kernel Estimators of the Spectral Density
Journal of Time Series Analysis | 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
Econometric Reviews | 1998-06-25 | Paper |
Kernel regression estimates of growth curves using nonstationary correlated errors
Statistics \& Probability Letters | 1997-08-28 | Paper |
