Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Social Sciences

On the Completeness Condition in Nonparametric Instrumental Problems

Econometric Theory

Social Sciences

English

Tail and Nontail Memory With Applications to Extreme Value and Robust Statistics

Econometric Theory

Social Sciences

English

QML Inference for Volatility Models With Covariates

Econometric Theory

Social Sciences

English

Goodness-Of-Fit Tests for Multivariate Copula-Based Time Series Models

Econometric Theory

Social Sciences

English

Comment on “Weak Convergence to a Matrix Stochastic Integral With Stable Processes”

Econometric Theory

Social Sciences

English

Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to the Additive Model

Econometric Theory

Social Sciences

English

A Spectral Method for Deconvolving a Density

Econometric Theory

Social Sciences

English

General Specification Testing With Locally Misspecified Models

Econometric Theory

Social Sciences

English

Integrated Score Estimation

Econometric Theory

Social Sciences

English

Trygve Haavelmo’s Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression

Econometric Theory

Social Sciences

English