CONFIDENCE BANDS IN QUANTILE REGRESSION

JOURNAL ARTICLE published August 2010 in Econometric Theory

Authors: Wolfgang K. Härdle | Song Song

CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum

JOURNAL ARTICLE published April 2012 in Econometric Theory

Authors: Wolfgang K. Härdle | Song Song

HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS

JOURNAL ARTICLE published August 2020 in Econometric Theory

Authors: Andrii Babii

LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION

JOURNAL ARTICLE published December 2009 in Econometric Theory

Authors: Peter C.B. Phillips

Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function

JOURNAL ARTICLE published 15 March 2020 in Econometric Reviews

Research funded by MOE (Ministry of Education in China) Project of Humanities and Social Sciences (16YJC790040)

Authors: Qichang Xie | Qiankun Sun | Junxian Liu

LOCAL COMPOSITE QUANTILE REGRESSION SMOOTHING: A FLEXIBLE DATA STRUCTURE AND CROSS-VALIDATION

JOURNAL ARTICLE published June 2021 in Econometric Theory

Authors: Xiao Huang | Zhongjian Lin

ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION

JOURNAL ARTICLE published June 2009 in Econometric Theory

Authors: Qiying Wang | Peter C.B. Phillips

Some tests of nonparametric regression models

BOOK CHAPTER published 24 June 1988 in Dynamic Econometric Modeling

Authors: Adonis John Yatchew