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Publications

2015 - 2014 - 2013 - 2012 - 2011 - 2010 - 2009 - 2008 - 2007-2006 - 2005 - 2004 - 2003 - 2002 - 2001 - 
2000 - 1999 - 1998 - 1997 - 1996 - 1995 - 1994 - 1993


2015 

2014

2013

2012

2011

2010

2009

2008

2007

2006

  • A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form (with Z. Xiao) Forthcoming in Econometric Theory

2005

2004

2003

2002

2001

2000

1999

1998

  • Nonparametric regression (withW. H¨ardle), in Samuel Kotz (ed.), Encyclopedia of Statistical Sciences, Update Volume 2,(1998), 470-485

  • An optimization interpretation of integration and backfitting estimators for separable nonparametric models (with J.P. Nielsen) Journal of The Royal Statistical Society, Series B (1998), 60, 217-22

  • A GARCH model of the implied volatility of the Swiss market index from Option prices. (with M. Sabbatini) (1998) The International Journal of Forecasting 14, 199-213

  • A semiparametric survival model with flexible covariate effect (with P.J. Bickel and J.P. Nielsen). (1998) The Annals of Statistics 26, 215-241

1997

  • An Asymptotic expansion in the GARCH(1,1) model. Econometric Theory, (1997) 13, 558-581

  • Efficient estimation of additive nonparametric regression models. Biometrika, (1997), 84, 469-474

  • An analysis of transformations for additive nonparametric regression (with R. Chen, N. Wang, and W. H¨ardle). Journal of The American Statistical Association (1997) 92, 1512-1521

1996

  • Estimating additive regression models with known links (with W. H¨ardle). Biometrika, (1996), 83, 529-540

  • Edgeworth approximation for MINPIN estimators in semiparametric regressions models Econometric Theory (1996) 12, 30-60

  • Second order approximation in a linear regression with heteroskedasticity of unknown form Econometric Reviews, (1996), 15, 1-32

  • Nonparametric estimation of additive separable regression (with R. Chen, W. H¨ardle, and E. Severance—Lossin). In Statistical Theory and Computational Aspects of Smoothing Physica Verlag, (1996), p247-265

  • Nonparametric regression estimation at design poles and zeros (with N. Hengartner). The Canadian Journal of Statistics, (1996), 24, 583-591

1995

  • Second order approximation in a partially linear regression model, Econometrica (1995) 63, 1079-1113

  • Kernel estimation in a nonparametric marker dependent hazard model (with J. P. Nielsen) The Annals of Statistics, (1995), 23, 1735-1748

  • A kernel method of estimating structured nonparametric regression based on marginal integration (with J.P. Nielsen), Biometrika (1995), 82, 93-100

  • A simple bias reduction method for density estimation (with M.C. Jones and J.P. Nielsen), Biometrika (1995), 82, 327-338

  • Estimation in semiparametric models: A review, in P.C.B. Phillips and G.S. Maddala (eds.), A Volume in Honor of C.R. Rao, Blackwell. (1995)

1994

  • A multiplicative bias reduction method for nonparametric regression (with J.P. Nielsen), Statistics and Probability Letters (1994), 19, 181-187

  • Applied nonparametric methods (withW. H¨ardle), in D.F. McFadden and R.F. Engle (eds.), The Handbook of Econometrics, Volume IV, (1994) pp 2295-2339, North Holland

1993

  • Adaptive estimation in ARCH models Econometric Theory (1993) 9, 539-569

  • On Ultrapoverty (with S. Anand and C.J. Harris), Harvard Center for Population and Development, No. 93.02