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Likelihood Estimation and Inference in a Class of Nonregular Econometric Models. (2004). Hong, Han ; Chernozhukov, Victor.
In: Econometrica.
RePEc:ecm:emetrp:v:72:y:2004:i:5:p:1445-1480.

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    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2037r2.

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    In: Papers.
    RePEc:arx:papers:1605.00499.

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    In: CeMMAP working papers.
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    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2037r.

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    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2037.

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    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:3:p:558-584.

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  25. Adaptive estimation of the threshold point in threshold regression. (2015). Yu, Ping .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:83-100.

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  26. Frontier estimation in nonparametric location-scale models. (2014). Simar, Leopold ; VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; van Keilegom, Ingrid.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:456-470.

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  27. The Risk Premia Embedded in Index Options. (2014). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-56.

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  28. A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models. (2013). Laurini, Márcio ; Poletti, Laurini Marcio .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:193-229:n:4.

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    In: Working Paper Series.
    RePEc:vuw:vuwcsr:19224.

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  31. Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions. (2012). Zheng, Xiaoyong ; Li, Tong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:1:p:29-46.

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    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:274-294.

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    In: Journal of Econometric Methods.
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  34. Inference for extremal conditional quantile models, with an application to market and birthweight risks. (2011). Fernandez-Val, Ivan ; Chernozhukov, Victor.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:40/11.

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    In: European Economic Review.
    RePEc:eee:eecrev:v:54:y:2010:i:1:p:39-59.

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    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:120-128.

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    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:114-123.

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    In: Papers.
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    In: NBER Working Papers.
    RePEc:nbr:nberwo:13949.

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    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

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    In: NBER Technical Working Papers.
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    In: CREATES Research Papers.
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    In: CeMMAP working papers.
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    In: CeMMAP working papers.
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    In: W.E.P. - Würzburg Economic Papers.
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    In: 2005 Meeting Papers.
    RePEc:red:sed005:604.

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  50. Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation. (2005). Launov, Andrey ; Holzner, Christian.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1904.

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    In: ifo Working Paper Series.
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