Kernel Estimation When Density May Not Exist
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 24 (2008)
Issue (Month): 03 (June)
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- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"Infinite Density at the Median and the Typical Shape of Stock Return Distributions,"
CoFie-03-2009, Sim Kee Boon Institute for Financial Economics.
- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
- Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University.
- ZINDE-WALSH, Victoria, 2007.
"Errors-in-Variables Models : A Generalized Functions Approach,"
Cahiers de recherche
14-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Victoria Zinde-Walsh, 2009. "Errors-In-Variables Models: A Generalized Functions Approach," Departmental Working Papers 2009-09, McGill University, Department of Economics.
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