All Stories

  1. ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
  2. Quantile Regression Analysis and Other Alternatives to Ordinary Least Squares Regression
  3. SMOOTH QUANTILE-BASED MODELING OF BRAND SALES, PRICE AND PROMOTIONAL EFFECTS FROM RETAIL SCANNER PANELS
  4. Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression
  5. Cross-validating fit and predictive accuracy of nonlinear quantile regressions
  6. Introduction to the special issue: interdisciplinary aspects of panel data analysis
  7. Assessing parametric misspecification and heterogeneity in growth regression
  8. On nonparametric estimation of a hedonic price function
  9. Statistical Validation of Functional Form in Multiple Regression Using R
  10. On asymptotic normality in nonlinear regression
  11. Jérôme Dedecker, Paul Doukhan, Gabriel Lang, José Rafael León R., Sana Louhichi and Clémentine Prieur: Weak dependence: with examples and applications. (Lecture notes in statistics)
  12. Generalized adding-up in systems of regression equations
  13. Best affine unbiased representations of the fully restricted general Gauss–Markov model
  14. The asymptotic distribution of the unconditional quantile estimator under dependence
  15. Stochastic response restrictions
  16. A VARYING-COEFFICIENT APPROACH TO ESTIMATION AND EXTRAPOLATION OF HOUSEHOLD SIZE
  17. Assessing Sorting Portfolios
  18. Suitability of WES Data for Forecasting Inflation