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Citations of
Jianqing Fan

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Working papers

  1. J. Fan & W. H"Ardle & E. Mammen, . "Direct estimation of low dimensional components in additive models," Sonderforschungsbereich 373 1996-17, Humboldt Universitaet Berlin.

    Cited by:

    1. Toshio Honda, 2005. "Estimation in additive cox models by marginal integration," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(3), pages 403-423, September. [Downloadable!] (restricted)
    2. Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series /2002/435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    3. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006. [Downloadable!]
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    4. Manzan, sebastiano & Zerom, Dawit, 2008. "A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price," MPRA Paper 14386, University Library of Munich, Germany. [Downloadable!]
    5. Ker, Alan P. & McGowan, Pat, 2000. "Weather-Based Adverse Selection And The U.S. Crop Insurance Program: The Private Insurance Company Perspective," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(02), December. [Downloadable!]
    6. Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005. "Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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    7. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)
    8. Elena Ketteni & Theofanis P. Mamuneas & Thanasis Stengos, 2007. "Nonlinearities in Economic Growth: A Semiparametric Approach applied to Information Technology data," Working Papers 0701, University of Guelph, Department of Economics. [Downloadable!]
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    9. Elena Ketteni & Theofanis P. Mamuneas & Thanasis Stengos & Andreas Savvides, 2005. "Is the Financial Development and Economic Growth Relationship Nonlinear?," Working Papers 0501, University of Guelph, Department of Economics. [Downloadable!]
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    10. Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation, Yale University. [Downloadable!]
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    11. Rodney C Wolff & Jiti Gao & Howell Tong, 2006. "Adaptive orthogonal series estimation in additive stochastic regression models," Rodney Wolff Papers 2006-10, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    12. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Semiparametric spatial regression: theory and practice," MPRA Paper 11991, University Library of Munich, Germany, revised Oct 2006. [Downloadable!]
    13. Haerdle, W. & Mammen, E. & Mueller, M., 1996. "Testing parametric versus semiparametric modelling in generalized linear models," Discussion Paper 42, Tilburg University, Center for Economic Research. [Downloadable!]
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    14. Constantina Kottaridi & Thanasis Stengos, 2008. "Foreign Direct Investment, human capital and non-linearities in economic growth," Working Papers 019, University of Peloponnese, Department of Economics. [Downloadable!]
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    15. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006. [Downloadable!]
    16. R. Tschernig, . "Nonlinearities in German Unemployment Rates: A Nonparametric Analysis," Sonderforschungsbereich 373 1996-45, Humboldt Universitaet Berlin.
    17. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    18. S. Sperlich & J. Zelinka, . "Generalized Additive Models," Sonderforschungsbereich 373 2000-50, Humboldt Universitaet Berlin.
    19. Yanqin Fan & Dong Li & Qi Li, 2004. "Nonlinearity in medical expenditures: a new semiparametric approach," Applied Economics, Taylor and Francis Journals, vol. 36(9), pages 911-916, May. [Downloadable!] (restricted)
    20. Joel Horowitz & Enno Mammen, 2002. "Nonparametric estimation of an additive model with a link function," CeMMAP working papers CWP19/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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Articles

  1. Fan, Jianqing & Fan, Yingying & Lv, Jinchi, 2008. "High dimensional covariance matrix estimation using a factor model," Journal of Econometrics, Elsevier, vol. 147(1), pages 186-197, November. [Downloadable!] (restricted)

    Cited by:

    1. Arco van Oord & Martin Martens & Herman K. van Dijk, 2009. "Robust Optimization of the Equity Momentum Strategy," Tinbergen Institute Discussion Papers 09-011/4, Tinbergen Institute. [Downloadable!]

  2. Jianqing Fan & Mingjin Wang & Qiwei Yao, 2008. "Modelling multivariate volatilities via conditionally uncorrelated components," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 679-702. [Downloadable!] (restricted)

    Cited by:

    1. Antonio García-Ferrer & Ester González-Prieto & Daniel Peña, 2008. "A multivariate generalized independent factor GARCH model with an application to financial stock returns," Statistics and Econometrics Working Papers ws087528, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  3. Fan, Jianqing & Wang, Yazhen, 2007. "Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1349-1362, December. [Downloadable!] (restricted)

    Cited by:

    1. Kim Christensen & Roel Oomen & Mark Podolskij, 2009. "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers 2009-27, School of Economics and Management, University of Aarhus. [Downloadable!]
    2. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics. [Downloadable!]
    3. Vuorenmaa, Tommi A., 2008. "Decimalization, Realized Volatility, and Market Microstructure Noise," MPRA Paper 8692, University Library of Munich, Germany. [Downloadable!]
    4. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre. [Downloadable!]
    5. Fulvio Corsi & Davide Pirino & Roberto Renò, 2008. "Volatility forecasting: the jumps do matter," Department of Economics University of Siena 534, Department of Economics, University of Siena. [Downloadable!]
    6. Fulvio Corsi & Davide Pirino & Roberto Reno, 2009. "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series gd08-036, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

  4. Jianqing Fan & Jiancheng Jiang, 2007. "Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(3), pages 409-444, December. [Downloadable!] (restricted)

    Cited by:

    1. Xiaohong Chen & Wei Biao Wu & Yanping Yi, 2009. "Efficient Estimation of Copula-based Semiparametric Markov Models," Cowles Foundation Discussion Papers 1691, Cowles Foundation, Yale University, revised Mar 2009. [Downloadable!]

  5. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September. [Downloadable!] (restricted)

    Cited by:

    1. Alain Baccini & Pascal G. P. Martin & Sébastien Déjean & Ignacio González, 2008. "CCA: An R Package to Extend Canonical Correlation Analysis," Journal of Statistical Software, American Statistical Association, vol. 23(12), 01. [Downloadable!]

  6. Fan, Jianqing & Jiang, Jiancheng, 2005. "Nonparametric Inferences for Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 890-907, September. [Downloadable!] (restricted)

    Cited by:

    1. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September. [Downloadable!] (restricted)
    2. Jianqing Fan & Jiancheng Jiang, 2007. "Rejoinder on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(3), pages 471-478, December. [Downloadable!] (restricted)
    3. Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 691-714, September. [Downloadable!] (restricted)

  7. Fan, Jianqing & Peng, Heng & Huang, Tao, 2005. "Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 781-796, September. [Downloadable!] (restricted)

    Cited by:

    1. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September. [Downloadable!] (restricted)

  8. Jianqing Fan & Runze Li, 2004. "New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 710-723, January. [Downloadable!] (restricted)

    Cited by:

    1. Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
    2. Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany, revised Dec 2008. [Downloadable!]
    3. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  9. Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003. "Adaptive varying-coefficient linear models," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80. [Downloadable!] (restricted)

    Cited by:

    1. Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers SFB649DP2008-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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    2. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
    3. Jianqing Fan & Jiancheng Jiang, 2007. "Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(3), pages 409-444, December. [Downloadable!] (restricted)
    4. Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  10. Jianqing Fan & Juan Gu, 2003. "Semiparametric estimation of Value at Risk," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 261-290, December. [Downloadable!] (restricted)

    Cited by:

    1. Maria Rosa Nieto & Esther Ruiz, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," Statistics and Econometrics Working Papers ws087326, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    2. Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics. [Downloadable!]
      Other versions:
    3. Mstislav Elagin, 2008. "Locally adaptive estimation methods with application to univariate time series," Quantitative Finance Papers 0812.0449, arXiv.org. [Downloadable!]
    4. Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    5. Jörg Polzehl & Vladimir Spokoiny, 2006. "Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power," SFB 649 Discussion Papers SFB649DP2006-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. J. Carlos Escanciano & Jose Olmo, 2007. "Estimation risk effects on backtesting for parametric value-at-risk models," City University Economics Discussion Papers 07/11, Department of Economics, City University, London. [Downloadable!]

  11. Fan J. & Zhang C., 2003. "A Reexamination of Diffusion Estimators With Applications to Financial Model Validation," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 118-134, January. [Downloadable!] (restricted)

    Cited by:

    1. J. Jimenez & R. Biscay & T. Ozaki, 2005. "Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview," Asia-Pacific Financial Markets, Springer, vol. 12(2), pages 109-141, June. [Downloadable!] (restricted)
    2. Peroni, Chiara, 2009. "Testing Linearity in Term Structures," MPRA Paper 16471, University Library of Munich, Germany. [Downloadable!]

  12. Fan J. & Huang L-S., 2001. "Goodness-of-Fit Tests for Parametric Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 640-652, June. [Downloadable!] (restricted)

    Cited by:

    1. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Juan Carlos Escanciano, 2005. "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers 02/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    3. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    4. Wang-Li Xu & Li-Xing Zhu, 2008. "Goodness-of-fit testing for varying-coefficient models," Metrika, Springer, vol. 68(2), pages 129-146, September. [Downloadable!] (restricted)
    5. Juan Carlos Escanciano & Silvia Mayoral, . "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    6. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006. [Downloadable!]
    7. Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, EconWPA. [Downloadable!]

  13. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December. [Downloadable!] (restricted)

    Cited by:

    1. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September. [Downloadable!] (restricted)
    2. Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies. [Downloadable!]
    3. Hannes Leeb & Benedikt M. Poetscher, 2005. "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers 1500, Cowles Foundation, Yale University, revised Apr 2007. [Downloadable!]
      Other versions:
    4. Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
    5. Prasad Naik & Michel Wedel & Lynd Bacon & Anand Bodapati & Eric Bradlow & Wagner Kamakura & Jeffrey Kreulen & Peter Lenk & David Madigan & Alan Montgomery, 2008. "Challenges and opportunities in high-dimensional choice data analyses," Marketing Letters, Springer, vol. 19(3), pages 201-213, December. [Downloadable!] (restricted)
    6. Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany, revised Dec 2008. [Downloadable!]
    7. Pötscher, Benedikt M. & Schneider, Ulrike, 2008. "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper 9062, University Library of Munich, Germany, revised May 2009. [Downloadable!]
    8. Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany, revised Mar 2009. [Downloadable!]
      Other versions:

  14. Antoniadis A. & Fan J., 2001. "Regularization of Wavelet Approximations," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 939-967, September. [Downloadable!] (restricted)

    Cited by:

    1. Hee-Seok Oh & Donghoh Kim & Youngjo Lee, 2009. "Cross-validated wavelet shrinkage," Computational Statistics, Springer, vol. 24(3), pages 497-512, August. [Downloadable!] (restricted)
    2. Hee-Seok Oh & Donghoh Kim, 2006. "CVTresh: R Package for Level-Dependent Cross-Validation Thresholding," Journal of Statistical Software, American Statistical Association, vol. 15(10), 04. [Downloadable!]
    3. Véronique Delouille & Rainer Sachs, 2005. "Estimation of nonlinear autoregressive models using design-adapted wavelets," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 235-253, June. [Downloadable!] (restricted)

  15. Jianqing Fan, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 27(4), pages 715-731. [Downloadable!] (restricted)

    Cited by:

    1. Wang-Li Xu & Li-Xing Zhu, 2008. "Goodness-of-fit testing for varying-coefficient models," Metrika, Springer, vol. 68(2), pages 129-146, September. [Downloadable!] (restricted)
    2. Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers 196, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]

  16. N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(1), pages 1-73, June. [Downloadable!] (restricted)

    Cited by:

    1. Rob J. Hyndman & Md. Shahid Ullah, 2005. "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers 2/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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  17. J. Fan & J. Chen, 1999. "One-step local quasi-likelihood estimation," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 927-943. [Downloadable!] (restricted)

    Cited by:

    1. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)

  18. Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel, 1997. "Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(1), pages 79-99, March. [Downloadable!] (restricted)

    Cited by:

    1. Fröhlich, Markus & Puhani, Patrick A, 2002. "Immigration and Heterogeneous Labour in Western Germany: A Labour Market Classification Based on Nonparametric Estimation," CEPR Discussion Papers 3158, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. J. Vilar-Fernández & J. Vilar-Fernández, 1998. "Recursive Estimation of Regression Functions by Local Polynomial Fitting," Annals of the Institute of Statistical Mathematics, Springer, vol. 50(4), pages 729-754, December. [Downloadable!] (restricted)
    3. Paul W. Wilson & Kathleen Carey, 2004. "Nonparametric analysis of returns to scale in the US hospital industry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 505-524. [Downloadable!]
    4. David C. Wheelock & Paul Wilson, 2009. "Are U.S. banks too large?," Working Papers 2009-054, Federal Reserve Bank of St. Louis. [Downloadable!]
    5. Jose Galdo & Jeffrey Smith & Dan Black, 2007. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers 3095, Institute for the Study of Labor (IZA). [Downloadable!]

  19. Fan, Jianqing & Masry, Elias, 1992. "Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes," Journal of Multivariate Analysis, Elsevier, vol. 43(2), pages 237-271, November. [Downloadable!] (restricted)

    Cited by:

    1. Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series /2000/397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:

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This page was last updated on 2009-12-5.

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