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Citations for "Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form"

by Robinson, P M

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Donald W.K. Andrews, 1989. "An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables," Cowles Foundation Discussion Papers 907, Cowles Foundation, Yale University. [Downloadable!]
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  2. Wolfgang HÄRDLE & Byeong PARK, . "Testing increasing dispersion," Sonderforschungsbereich 373 1994-2, Humboldt Universitaet Berlin.
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  3. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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  4. Nilanjana Roy, 2002. "Is Adaptive Estimation Useful For Panel Models With Heteroskedasticity In The Individual Specific Error Component? Some Monte Carlo Evidence," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 189-203. [Downloadable!] (restricted)
  5. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January. [Downloadable!]
  6. G. Golubev & W. Härdle, . "On adaptive estimation in partial linear models," Sonderforschungsbereich 373 2000-21, Humboldt Universitaet Berlin.
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  7. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  8. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation, Yale University. [Downloadable!]
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  9. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation, Yale University. [Downloadable!]
  10. Oliver Linton, 1997. "Second-Order Approximation for Semiparametric Instrumental Variable Estimators and Test Statistics," Cowles Foundation Discussion Papers 1151, Cowles Foundation, Yale University. [Downloadable!]
  11. Ivana Komunjer & Quang Vuong, 2006. "Efficientt Conditional Quantile Estimation: The Time Series Case," University of California at San Diego, Economics Working Paper Series 2006-10, Department of Economics, UC San Diego. [Downloadable!]
  12. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, School of Economics and Management, University of Aarhus. [Downloadable!]
  13. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
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  14. Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation, Yale University. [Downloadable!]
  15. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585R, Cowles Foundation, Yale University, revised Nov 2006. [Downloadable!]
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  16. Hrishikesh D. Vinod, 2008. "Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series," Fordham Economics Discussion Paper Series dp2008-15, Fordham University, Department of Economics. [Downloadable!]
  17. Begoña Álvarez, 2001. "La demanda atendida de consultas médicas y servicios urgentes en España," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 93-138, January. [Downloadable!]
  18. Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series d06-185, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  19. Whitney K. Newey, 1989. "Introduction à la théorie des bornes d'efficacité semi-paramétriques," Annales d'Economie et de Statistique, ADRES, issue 13, pages 01, Janvier-M. [Downloadable!]
  20. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  21. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner, 1991. "Les modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annales d'Economie et de Statistique, ADRES, issue 24, pages 01, Octobre-D. [Downloadable!]
  22. Bertschek, Irene & Lechner, Michael, . "Convenient Estimators for the Panel Probit Model," IVS discussion paper series 528, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]
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  23. G. Golubev & W. Härdle, . "On adaptive smoothing in partial linear models," Sonderforschungsbereich 373 2001-48, Humboldt Universitaet Berlin.
  24. Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE. [Downloadable!]
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  25. Richard Smith, 2005. "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers CWP14/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  26. Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance 9904003, EconWPA. [Downloadable!]
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  27. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  28. Charlier, E. & Melenberg, B. & Soest, A. van, 1995. "Estimation of a censored regression panel data model using conditional moment restrictions efficiently," Discussion Paper 114, Tilburg University, Center for Economic Research. [Downloadable!]
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  29. I. Bertschek & M. Lechner, . "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," Sonderforschungsbereich 373 1995-25, Humboldt Universitaet Berlin.
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This page was last updated on 2010-1-3.

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