Pages that link to "Item:Q2909254"
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The following pages link to SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254):
Displaying 14 items.
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity (Q2000832) (← links)
- A generalization of Lemma 1 in Kotlarski (1967) (Q2197595) (← links)
- On the identification of joint distributions using marginals and aggregates (Q2208860) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Kotlarski with a factor loading (Q2673201) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- A simple approach to quantile regression for panel data (Q4913915) (← links)
- ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS (Q5065461) (← links)
- Identification in ascending auctions, with an application to digital rights management (Q6088738) (← links)
- Time-varying unobserved heterogeneity in earnings shocks (Q6108304) (← links)
- Two results on auctions with endogenous entry (Q6117799) (← links)
- Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)
- Deconvolution from two order statistics (Q6646169) (← links)
