The following pages link to Daniel J. Henderson (Q292156):
Displaying 17 items.
- Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
- Teaching nonparametric econometrics to undergraduates (Q312373) (← links)
- Canonical higher-order kernels for density derivative estimation (Q449407) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- The inequality-growth plateau (Q498854) (← links)
- A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
- Empirical implementation of nonparametric first-price auction models (Q527904) (← links)
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
- On discrete Epanechnikov kernel functions (Q1658406) (← links)
- Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
- Environmental regulation and US state-level production (Q1927783) (← links)
- A nonparametric random effects estimator (Q1927928) (← links)
- Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels (Q2127305) (← links)
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator (Q2231028) (← links)
- Gradient-based smoothing parameter selection for nonparametric regression estimation (Q2343743) (← links)
- A simple method to visualize results in nonlinear regression models (Q2440406) (← links)
- Nonparametric estimation of unrestricted distributions and their jumps (Q5094320) (← links)
