Pages that link to "Item:Q4284148"
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The following pages link to Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity (Q4284148):
Displayed 15 items.
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations (Q1209890) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Semiparametric instrumental variables estimation (Q1868975) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- Uniform CLT for empirical process (Q2485830) (← links)
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection (Q3505319) (← links)
- Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
- Estimating partially linear panel data models with one-way error components (Q3842860) (← links)
- Root-n-consistent semiparametric estimation of partially linear models based on k-nn method (Q4373276) (← links)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (Q4471133) (← links)
- Double kernel nonparametric estimation in semlparametric econometric models (Q4551600) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)