| Publication | Date of Publication | Type |
|---|
Robust nonparametric regression: a review
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-10 | Paper |
Estimation of spatial sample selection models: a partial maximum likelihood approach
Journal of Econometrics | 2022-12-14 | Paper |
Quantile-based smooth transition value at risk estimation
Econometrics Journal | 2022-06-24 | Paper |
Semiparametric transition models
Econometric Reviews | 2022-06-09 | Paper |
Robust estimation with discrete explanatory variables
Compstat | 2020-07-15 | Paper |
Robust estimation and moment selection in dynamic fixed-effects panel data models
Computational Statistics | 2018-06-18 | Paper |
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Journal of Econometrics | 2018-03-22 | Paper |
One-step robust estimation of fixed-effects panel data models
Computational Statistics and Data Analysis | 2017-06-29 | Paper |
Semiparametric robust estimation of truncated and censored regression models
Journal of Econometrics | 2017-05-12 | Paper |
Semiparametric robust estimation of truncated and censored regression models
Journal of Econometrics | 2017-05-12 | Paper |
Generalized method of trimmed moments
Journal of Statistical Planning and Inference | 2016-03-08 | Paper |
Robust estimation of dynamic fixed-effects panel data models
Statistical Papers | 2014-04-01 | Paper |
Reweighted least trimmed squares: an alternative to one-step estimators
Test | 2013-09-05 | Paper |
Semiparametrically weighted robust estimation of regression models
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
The least trimmed quantile regression
Computational Statistics and Data Analysis | 2012-07-16 | Paper |
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Econometrics Journal | 2010-10-15 | Paper |
General trimmed estimation: robust approach to nonlinear and limited dependent variable models
Econometric Theory | 2010-04-08 | Paper |
Varying Coefficient GARCH Models
Handbook of Financial Time Series | 2009-11-27 | Paper |
Efficient robust estimation of time-series regression models.
Applications of Mathematics | 2009-08-17 | Paper |
Smoothed L-estimation of regression function
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
Journal of the American Statistical Association | 2009-06-12 | Paper |
Robust estimation of dimension reduction space
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Least trimmed squares in nonlinear regression under dependence
Journal of Statistical Planning and Inference | 2006-08-17 | Paper |
| Statistical Tools for Finance and Insurance | 2005-04-25 | Paper |
Hele—Shaw flow model of the injection by a point source
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1981-01-01 | Paper |
