Juan M. Rodríguez-Póo

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Person:1302069

Available identifiers

zbMath Open rodriguez-poo.juan-manuelWikidataQ102169658 ScholiaQ102169658MaRDI QIDQ1302069

List of research outcomes

PublicationDate of PublicationType
Direct semi-parametric estimation of fixed effects panel data varying coefficient models2022-07-26Paper
Nonparametric panel data regression with parametric cross-sectional dependence2022-06-22Paper
Nonparametric multidimensional fixed effects panel data models2022-06-09Paper
Testing for distributional features in varying coefficient panel data models2022-03-04Paper
https://portal.mardi4nfdi.de/entity/Q50040532021-07-30Paper
An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions2020-07-15Paper
Unobserved Heterogeneity in Store Choice Models2020-07-15Paper
Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects2019-10-01Paper
SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES2018-12-21Paper
Empirical likelihood based inference for fixed effects varying coefficient panel data models2018-06-15Paper
Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study2016-08-12Paper
Nonparametric estimation of time varying parameters under shape restrictions2016-03-30Paper
SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC2016-01-22Paper
Nonparametric estimation of fixed effects panel data varying coefficient models2014-11-28Paper
Low dimensional semiparametric estimation in a censored regression model2010-11-25Paper
An algorithm to estimate time-varying parameter SURE models under different types of restriction2008-11-04Paper
Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence2007-09-28Paper
https://portal.mardi4nfdi.de/entity/Q34319202007-04-13Paper
An efficient marginal integration estimator of a semiparametric additive modelling2005-04-21Paper
https://portal.mardi4nfdi.de/entity/Q48062012003-05-05Paper
Normalité asymptotique d'estimateurs de maximum de vraisemblance pour modèles non-paramétriques de régression multidimensionnelle2003-03-09Paper
Finite sample behavior of two step estimators in selection models2003-02-06Paper
Nonparametric factor analysis of residual time series2002-03-26Paper
A note on the parametric three step estimator in structural labor supply models2002-03-03Paper
CONSTRAINED SMOOTHING SPLINES2001-06-19Paper
A nonparametric method to estimate time varying coefficients under seasonal constraints2000-12-19Paper
Longitudinal data with nonstationary errors: A nonparametric three-stage approach2000-10-03Paper
Semiparametric approaches to signal extraction problems in economic time series2000-08-21Paper
Variable Bandwidth Kernel Estimators of the Spectral Density2000-03-01Paper
Semiparametric smoothing splines1999-03-14Paper
Growth curve models with non-stationary errors1999-03-14Paper
Semiparametric estimation of a female labour participation model1999-03-14Paper
Estimation and specification testing in female labor participation models: parametric and semiparametric methods1998-06-25Paper
Kernel regression estimates of growth curves using nonstationary correlated errors1997-08-28Paper

Research outcomes over time


Doctoral students

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