| Publication | Date of Publication | Type |
|---|
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
A new estimator of a jump discontinuity in regression
Economics Letters | 2022-10-11 | Paper |
Exploring nonlinearities between investment and internal funds: evidence of the U-shaped investment curve
Economics Letters | 2022-10-11 | Paper |
Nonparametric estimation of unrestricted distributions and their jumps
The Canadian Journal of Statistics | 2022-08-02 | Paper |
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
Econometric Reviews | 2022-06-03 | Paper |
Semiparametric Stochastic Frontier Estimation via Profile Likelihood
Econometric Reviews | 2022-05-31 | Paper |
Estimation of a partially linear additive model with generated covariates
Journal of Statistical Planning and Inference | 2020-03-20 | Paper |
Unified estimation of densities on bounded and unbounded domains
Annals of the Institute of Statistical Mathematics | 2019-08-13 | Paper |
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
Econometric Theory | 2018-01-04 | Paper |
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: \(L_1\) view
Statistics & Probability Letters | 2017-02-21 | Paper |
A smooth nonparametric conditional quantile frontier estimator
Journal of Econometrics | 2016-06-06 | Paper |
Nonparametric frontier estimation via local linear regression
Journal of Econometrics | 2016-05-25 | Paper |
An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics
Communications in Statistics. Theory and Methods | 2016-03-11 | Paper |
Consistency and asymptotic normality for a nonparametric prediction under measurement errors
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Kernel-based estimation of semiparametric regression in triangular systems
Economics Letters | 2012-07-06 | Paper |
On asymptotic normality of the local polynomial regression estimator with stochastic bandwidths
Communications in Statistics. Theory and Methods | 2012-05-18 | Paper |
Bias reduction in kernel density estimation via Lipschitz condition
Journal of Nonparametric Statistics | 2010-03-15 | Paper |
Nonparametric regression estimation with general parametric error covariance
Journal of Multivariate Analysis | 2009-02-09 | Paper |
A Class of Improved Parametrically Guided Nonparametric Regression Estimators
Econometric Reviews | 2008-08-08 | Paper |
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
Journal of Nonparametric Statistics | 2007-07-18 | Paper |
A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression
Annals of the Institute of Statistical Mathematics | 2006-09-12 | Paper |
OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS
Econometric Reviews | 2004-06-18 | Paper |
Relative efficiency with equivalence classes of asymptotic covariances
Journal of Econometrics | 1999-01-01 | Paper |
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators
International Economic Review | 1995-01-15 | Paper |
Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
Journal of Econometrics | 1993-08-25 | Paper |
