Wolfgang Karl Härdle : Citation Profile


Are you Wolfgang Karl Härdle?

Humboldt-Universität Berlin (20% share)
Humboldt-Universität Berlin (20% share)
Humboldt-Universität Berlin (20% share)
Humboldt-Universität Berlin (20% share)

27

H index

74

i10 index

2828

Citations

RESEARCH PRODUCTION:

129

Articles

375

Papers

1

Books

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   35 years (1984 - 2019). See details.
   Cites by year: 80
   Journals where Wolfgang Karl Härdle has often published
   Relations with other researchers
   Recent citing documents: 249.    Total self citations: 182 (6.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phr5
   Updated: 2019-10-06    RAS profile: 2019-08-10    
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Relations with other researchers


Works with:

Chao, Shih-Kang (5)

Mihoci, Andrija (5)

Yang, Lijian (4)

Trimborn, Simon (3)

Borke, Lukas (3)

Burdejová, Petra (3)

López Cabrera, Brenda (3)

Stahlschmidt, Stephan (2)

Nasekin, Sergey (2)

Heekeren, Hauke (2)

Song, Song (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wolfgang Karl Härdle.

Is cited by:

LINTON, OLIVER (72)

Weron, Rafał (70)

GUPTA, RANGAN (64)

GAO, Jiti (39)

Balcilar, Mehmet (37)

Fengler, Matthias (36)

Horst, Ulrich (34)

Hafner, Christian (34)

Sperlich, Stefan (33)

Schienle, Melanie (32)

Climent Hernández, José (30)

Cites to:

Engle, Robert (46)

Diebold, Francis (46)

Ait-Sahalia, Yacine (43)

Bollerslev, Tim (39)

Lo, Andrew (35)

Fengler, Matthias (33)

Mammen, Enno (33)

Hautsch, Nikolaus (32)

LINTON, OLIVER (30)

Chernozhukov, Victor (24)

Fan, Jianqing (23)

Main data


Where Wolfgang Karl Härdle has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis13
Journal of Econometrics9
Computational Statistics & Data Analysis8
Journal of the American Statistical Association6
Econometric Theory6
Computational Statistics6
Journal of Empirical Finance5
AStA Advances in Statistical Analysis5
Journal of Financial Econometrics5
Statistics & Risk Modeling4
International Statistical Review3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Journal of Time Series Analysis3
Journal of Business & Economic Statistics3
Quantitative Finance3
Journal of the Royal Statistical Society Series C2
Journal of Applied Statistics2
Scandinavian Journal of Statistics2
Metrika: International Journal for Theoretical and Applied Statistics2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany182
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes92
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)4
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística4
Working Papers / Department of Economics, City University London4
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2

Recent works citing Wolfgang Karl Härdle (2019 and 2018)


YearTitle of citing document
2018Liquid milk: Cash Constraints and Recurring Savings among Dairy Farmers in Kenya. (2018). Janssens, Wendy ; Kramer, Berber ; Geng, Xin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273823.

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2017Zipfs law for share price and company fundamentals. (2017). Kaizoji, Taisei ; Miyano, Michiko . In: Papers. RePEc:arx:papers:1702.00144.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2018Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling. (2018). Zeng, Yaxiong ; Klabjan, Diego. In: Papers. RePEc:arx:papers:1706.01833.

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2018Closed-form approximations in derivatives pricing: The Kristensen-Mele approach. (2018). Kurz, Michael. In: Papers. RePEc:arx:papers:1804.08904.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018An Empirical Study of the Behaviour of the Sample Kurtosis in Samples from Symmetric Stable Distributions. (2018). van Zyl, Martin J. In: Papers. RePEc:arx:papers:1811.00476.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2018Nonparametric Analysis of Finite Mixtures. (2018). Kitamura, Yuichi ; Laage, Louise. In: Papers. RePEc:arx:papers:1811.02727.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2019A Probabilistic Approach to Nonparametric Local Volatility. (2019). Tegn, Martin ; Roberts, Stephen. In: Papers. RePEc:arx:papers:1901.06021.

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2019Nonparametric estimation in a regression model with additive and multiplicative noise. (2019). Navarro, Fabien ; Kou, Junke ; el Kolei, Salima ; Chesneau, Christophe. In: Papers. RePEc:arx:papers:1906.07695.

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2019BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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2019Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2019Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation. (2019). Fabozzi, Frank J ; Rache, Svetlozar T ; Hu, Yuan. In: Papers. RePEc:arx:papers:1908.05419.

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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2017Adaptive Estimation in Multiple Time Series With Independent Component Errors. (2017). Rao, Tata Subba ; Taylor, L ; Robinson, P M ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:191-203.

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2018Testing the CVAR in the Fractional CVAR Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:836-849.

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2017A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors. (2017). Li, Rui ; You, Jinhong ; Leng, Chenlei. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:932-950.

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2018A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter. (2018). Heni, Boubaker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:1:p:20:n:1.

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2019Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR). (2019). Valls Pereira, Pedro ; Pedro, Valls Pereira ; Osvaldo, Candido ; Flavio, Ziegelmann ; Paula, Tofoli. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:11:y:2019:i:2:p:34:n:2.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). Dong, C ; Linton, O ; Gao, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2017Likelihood inference on semiparametric models: Average derivative and treatment effect. (2017). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:592.

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2019Average derivative estimation under measurement error. (2019). Otsu, Taisuke ; Taylor, Luke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:602.

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2019Score estimation of monotone partially linear index model. (2019). Otsu, Taisuke ; Xu, Mengshan. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:603.

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2018Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7137.

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2018ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12635.

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2018Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13020.

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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20.

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2018Foreign-law bonds: can they reduce sovereign borrowing costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian. In: Working Paper Series. RePEc:ecb:ecbwps:20182162.

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2017Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. (2017). Shao, Jia ; Pantelous, Athanasios A ; Papaioannou, Apostolos D. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:309:y:2017:i:c:p:68-84.

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2018Empirical likelihood based inference for generalized additive partial linear models. (2018). Yu, Zhuoxi ; Parmar, Milan ; Yang, Kai. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:339:y:2018:i:c:p:105-112.

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2017Model free feature screening for ultrahigh dimensional data with responses missing at random. (2017). Lai, Peng ; Wan, YI ; Liu, Zhi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:201-216.

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2017Generalized partially linear regression with misclassified data and an application to labour market transitions. (2017). Wilke, Ralf ; Dlugosz, Stephan ; Mammen, Enno. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:145-159.

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2018Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion. (2018). Roozbeh, Mahdi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:117:y:2018:i:c:p:45-61.

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2018Time-dynamic varying coefficient models for longitudinal data. (2018). Lee, Kyeong Eun ; Yang, Seong J ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:50-65.

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2018Semiparametric double robust and efficient estimation for mean functionals with response missing at random. (2018). Guo, XU ; Zhu, Lixing ; Xu, Wangli ; Fang, Yun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:325-339.

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2018Estimation and hypothesis test for partial linear multiplicative models. (2018). Zhang, Jun ; Peng, Heng ; Feng, Zhenghui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:87-103.

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2019Two-step estimation of time-varying additive model for locally stationary time series. (2019). Hu, Lixia ; You, Jinhong ; Huang, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:94-110.

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2019Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. (2019). Davidov, Ori ; Bogomolov, Marina. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:20-27.

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2019Feature screening in ultrahigh-dimensional partially linear models with missing responses at random. (2019). Yan, Xiaodong ; Xia, Linli ; Tang, Niansheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:208-227.

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2019A novel partial-linear single-index model for time series data. (2019). Wang, Huixia ; Jiang, Hui ; Huang, Lei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:110-122.

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2019Estimation for single-index models via martingale difference divergence. (2019). Lian, Heng ; Xu, Peirong ; Liu, Jicai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:271-284.

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2017The welfare gains from macro-insurance against natural disasters. (2017). Jeanne, Olivier ; Cavallo, Eduardo ; Borensztein, Eduardo. In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:142-156.

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2019It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2018Local volatility and the recovery rate of credit default swaps. (2018). Jansen, Jeroen ; Fabozzi, Frank J ; Das, Sanjiv R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:1-29.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2018Binary choice model with interactive effects. (2018). Xue, Sen ; Zhou, Qiankun ; Yang, Thomas Tao . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:338-350.

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2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554.

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2018Forecasting the yield curve using a dynamic natural cubic spline model. (2018). Feng, Pan ; Qian, Junhui. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:73-76.

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2019Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2019Testing for structural breaks in factor copula models. (2019). Wied, Dominik ; Stark, Florian ; Manner, Hans. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:324-345.

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2019Portal nodes screening for large scale social networks. (2019). Wang, Hansheng ; Li, Runze ; Chang, Xiangyu ; Zhu, Xuening. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:145-157.

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2018Approximating expected shortfall for heavy-tailed distributions. (2018). Broda, Simon A ; Paolella, Marc S ; Krause, Jochen . In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:184-203.

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2018Covariates missing at random under signed-rank inference. (2018). Bindele, Huybrechts F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:78-93.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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2018Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18.

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2018Modelling market implied ratings using LASSO variable selection techniques. (2018). Sermpinis, Georgios ; Zhang, Ping ; Tsoukas, Serafeim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35.

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2018Forecasting the term structure of option implied volatility: The power of an adaptive method. (2018). Niu, Linlin ; Han, Qian ; Chen, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:157-177.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2017A meta-analysis on the price elasticity of energy demand. (2017). Labeaga, Jose ; Lopez-Otero, Xiral ; Labandeira, Xavier. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:549-568.

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2019Integrating linear and nonlinear forecasting techniques based on grey theory and artificial intelligence to forecast shale gas monthly production in Pennsylvania and Texas of the United States. (2019). Jiang, Feng ; Wang, Qiang. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:781-803.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2018On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach. (2018). Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Tiwari, Aviral Kumar ; Kumar, Surya Bhushan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:169-174.

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2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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2019Intraday information from S&P 500 Index futures options. (2019). , Nelson ; Chen, Ying ; Lim, Kian Guan. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:29-55.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2018Cooperation in partly observable networked markets. (2018). Fainmesser, Itay P ; Goldberg, David A. In: Games and Economic Behavior. RePEc:eee:gamebe:v:107:y:2018:i:c:p:220-237.

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2018Foreign-law bonds: Can they reduce sovereign borrowing costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:164-179.

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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hammoudeh, Shawkat ; Mensi, Walid ; Hussain, Syed Jawad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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201920 years of WEHIA: A journey in search of a safer road. (2019). Kirman, Alan ; Gallegati, Mauro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:5-14.

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2018Simultaneous inference for the mean of repeated functional data. (2018). Cao, Guanqun ; Wang, LI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:279-295.

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2018Sparse estimation for functional semiparametric additive models. (2018). Sang, Peijun ; Cao, Jiguo ; Lockhart, Richard A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:105-118.

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2019Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors. (2019). Chaouch, Mohamed. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:129-148.

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2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

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2019A copula approach for dependence modeling in multivariate nonparametric time series. (2019). Hudecova, Arka ; Omelka, Marek ; Neumeyer, Natalie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:139-162.

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2019Large-sample estimation and inference in multivariate single-index models. (2019). Tu, Wanzhu ; Peng, Hanxiang ; Wu, Jingwei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:382-396.

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2018A Neuropsychological Study on How Consumers Process Risky and Secure E-payments. (2018). Casado-Aranda, Luis-Alberto ; Sanchez-Fernandez, Juan ; Liebana-Cabanillas, Francisco. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:43:y:2018:i:c:p:151-164.

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2019Weather impact on retail sales: How can weather derivatives help with adverse weather deviations?. (2019). Petljak, Kristina ; Tulec, Ivana ; Naletina, Dora. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:49:y:2019:i:c:p:1-10.

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2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84.

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2017Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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More than 100 citations found, this list is not complete...

Wolfgang Karl Härdle has edited the books:


YearTitleTypeCited

Works by Wolfgang Karl Härdle:


YearTitleTypeCited
2008Calibration of Parametric CAT bonds. A case study of Mexican earthquakes In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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article0
2007Calibrating CAT bonds for Mexican earthquakes In: 101st Seminar, July 5-6, 2007, Berlin Germany.
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paper12
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
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article
2007Calibrating CAT bonds for Mexican earthquakes.(2007) In: SFB 649 Discussion Papers.
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paper
2006Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration In: Journal of the American Statistical Association.
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article9
2005Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration.(2005) In: SFB 649 Discussion Papers.
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paper
2002Estimation and testing for varying coefficients in additive models with marginal integration.(2002) In: SFB 373 Discussion Papers.
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paper
2008Nonparametric Risk Management With Generalized Hyperbolic Distributions In: Journal of the American Statistical Association.
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article14
2009Time Series Modelling With Semiparametric Factor Dynamics In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article28
2007Time Series Modelling with Semiparametric Factor Dynamics.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 28
paper
2010Localized Realized Volatility Modeling In: Journal of the American Statistical Association.
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article20
2009Localized Realized Volatility Modelling.(2009) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2001Structural Tests in Additive Regression In: Journal of the American Statistical Association.
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article6
2000Structural tests in additive regression.(2000) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
2004Semiparametric Regression Analysis With Missing Response at Random In: Journal of the American Statistical Association.
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article47
2003Semiparametric regression analysis with missing response at random.(2003) In: CeMMAP working papers.
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paper
2009Inhomogeneous Dependence Modeling with Time-Varying Copulae In: Journal of Business & Economic Statistics.
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article40
2006Inhomogeneous Dependency Modelling with Time Varying Copulae.(2006) In: SFB 649 Discussion Papers.
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paper
1997A Review of Nonparametric Time Series Analysis In: International Statistical Review.
[Full Text][Citation analysis]
article49
1996A Review of Nonparametric Time Series Analysis.(1996) In: SFB 373 Discussion Papers.
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paper
2007On the Utility of E-Learning in Statistics In: International Statistical Review.
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article1
2007On the Utility of E-Learning in Statistics.(2007) In: SFB 649 Discussion Papers.
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paper
2015Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual In: International Statistical Review.
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article0
2014Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual.(2014) In: SFB 649 Discussion Papers.
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paper
2003An empirical likelihood goodness‐of‐fit test for time series In: Journal of the Royal Statistical Society Series B.
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article27
2000An empirical likelihood goodness-of-fit test for time series.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 27
paper
1987Resistant Smoothing Using the Fast Fourier Transform In: Journal of the Royal Statistical Society Series C.
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article0
1995Optimal Median Smoothing In: Journal of the Royal Statistical Society Series C.
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article0
1990Optimal Median Smoothing..(1990) In: CORE Discussion Papers.
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paper
1994Optimal Median Smoothing.(1994) In: SFB 373 Discussion Papers.
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paper
1992KERNEL REGRESSION SMOOTHING OF TIME SERIES In: Journal of Time Series Analysis.
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article7
1990Kernel regression smoothing of time series.(1990) In: CORE Discussion Papers.
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paper
1992Kernel regression smoothing of time series.(1992) In: CORE Discussion Papers RP.
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paper
1999Nonparametric Autoregression with Multiplicative Volatility and Additive mean In: Journal of Time Series Analysis.
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article21
1996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean.(1996) In: SFB 373 Discussion Papers.
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paper
1998Nonparametric autoregression with multiplicative volatility and additive mean.(1998) In: SFB 373 Discussion Papers.
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paper
1986SOME THEORY ON M‐SMOOTHING OF TIME SERIES In: Journal of Time Series Analysis.
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article0
1999Testing a Regression Model When We Have Smooth Alternatives in Mind In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article2
1998Testing a Regression Model when we Have Smooth Alternatives in Mind.(1998) In: Catholique de Louvain - Institut de statistique.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016An Extended Single-index Model with Missing Response at Random In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article1
2014An Extended Single Index Model with Missing Response at Random.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1993On the backfitting algorithm for additive regression models In: Statistica Neerlandica.
[Full Text][Citation analysis]
article0
2013Dynamic structured copula models In: Statistics & Risk Modeling.
[Full Text][Citation analysis]
article1
2016Implied basket correlation dynamics In: Statistics & Risk Modeling.
[Full Text][Citation analysis]
article1
2012Implied Basket Correlation Dynamics.(2012) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Company rating with support vector machines In: Statistics & Risk Modeling.
[Full Text][Citation analysis]
article0
2018Risk related brain regions detection and individual risk classification with 3D image FPCA In: Statistics & Risk Modeling.
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article0
2003Semiparametric Regression Analysis under Imputation for Missing Response Data In: STICERD - Econometrics Paper Series.
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paper0
2003Semiparametric regression analysis under imputation for missing response data.(2003) In: LSE Research Online Documents on Economics.
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paper
2002Semiparametric regression analysis under imputation for missing response data.(2002) In: SFB 373 Discussion Papers.
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paper
2009Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator In: STICERD - Econometrics Paper Series.
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paper0
2009Optimal smoothing for a computationally and statistically efficient single index estimator.(2009) In: LSE Research Online Documents on Economics.
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paper
2009Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator.(2009) In: SFB 649 Discussion Papers.
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paper
1989BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION In: CORE Discussion Papers.
[Citation analysis]
paper11
1989SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM In: CORE Discussion Papers.
[Citation analysis]
paper0
1990Regression smoothing parameters that are not far from their optimum In: CORE Discussion Papers.
[Citation analysis]
paper5
1992Regression smoothing parameters that are not far from their optimum.(1992) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 5
paper
1990Kernel estimation: the equivalent spline smoothing method In: CORE Discussion Papers.
[Citation analysis]
paper0
1994Kernel Estimation: the Equivalent Spline-Smoothing Method.(1994) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990Cross section Engel curves over time In: CORE Discussion Papers.
[Citation analysis]
paper18
1991Cross section Engel curves over time.(1991) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 18
paper
1991Cross section Engel Curves over Time.(1991) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1990Remarks on sliced inverse regression In: CORE Discussion Papers.
[Citation analysis]
paper0
1990Robust locally adaptive nonparametric regression In: CORE Discussion Papers.
[Citation analysis]
paper1
1992Robust locally adaptive non-parametric regression.(1992) In: CORE Discussion Papers RP.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1990Bootstrap confidence bands In: CORE Discussion Papers.
[Citation analysis]
paper0
1990Bootstrap confidence bands.(1990) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 0
paper
1990Smoothing by weighted averaging of rounded points In: CORE Discussion Papers.
[Citation analysis]
paper3
1992Smoothing by weighted averaging of rounded points.(1992) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 3
paper
1990Bootstarp Methods in Nonparametric Regression In: CORE Discussion Papers.
[Citation analysis]
paper3
1991Bootstrap methods in nonparametric regression.(1991) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 3
paper
1990A bootstrap test for positive definiteness of income effect matrices In: CORE Discussion Papers.
[Citation analysis]
paper4
1992A bootstrap test for positive definiteness of income effect matrices.(1992) In: CORE Discussion Papers RP.
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paper
1992A Bootstrap Test for Positive Definiteness of Income Effect Matrices.(1992) In: Econometric Theory.
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article
1990On bootstrapping kernel spectralestimates In: CORE Discussion Papers.
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paper7
1990Comparing nonparametric versus parametric regression fits. In: CORE Discussion Papers.
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paper61
1990How many terms should be added into an additive model ? In: CORE Discussion Papers.
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paper0
1991Optimal smoothing in single index models. In: CORE Discussion Papers.
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paper15
1991On teh inconsistency of bootstrap distribution estimators. In: CORE Discussion Papers.
[Citation analysis]
paper7
1993On the inconsistency of bootstrap distribution estimators.(1993) In: CORE Discussion Papers RP.
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paper
1993On the inconsistency of bootstrap distribution estimators.(1993) In: Computational Statistics & Data Analysis.
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article
1991Iterated bootstrap with applications to frontier models. In: CORE Discussion Papers.
[Citation analysis]
paper5
1995Iterated bootstrap with applications to frontier models.(1995) In: CORE Discussion Papers RP.
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paper
1993Iterated bootstrap with applications to frontier models..(1993) In: Statistic und Oekonometrie.
[Full Text][Citation analysis]
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paper
1991On the choice of Kernel regression estimators : a discussion In: CORE Discussion Papers.
[Citation analysis]
paper0
1991On an efficient smoothing parameter selector proposed by Hall and Johnstone In: CORE Discussion Papers.
[Citation analysis]
paper0
1991Fast and simple scatterplot smoothing In: CORE Discussion Papers.
[Citation analysis]
paper4
1995Fast and simple scatterplot smoothing.(1995) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
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article
1993Fast and simple scatterplot smoothing..(1993) In: Statistic und Oekonometrie.
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paper
1994Fast and Simple Scatterplot Smoothing.(1994) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
1991How sensitive are average derivates ? In: CORE Discussion Papers.
[Citation analysis]
paper18
1993How sensitive are average derivatives?.(1993) In: Journal of Econometrics.
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article
1992How Sensitive are Average Derivatives?.(1992) In: Tilburg - Center for Economic Research.
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paper
1992How sensitive are average derivatives?.(1992) In: Discussion Paper.
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This paper has another version. Agregated cites: 18
paper
1991Bandwidth choice for average derivative estimation In: CORE Discussion Papers.
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paper9
1992Bandwith choice for average derivative estimation.(1992) In: CORE Discussion Papers RP.
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paper
1991Better Bootstrap Confidence Intervals for Regression Curve Estimation. In: CORE Discussion Papers.
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paper2
1992Applied nonparametric methods In: CORE Discussion Papers.
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paper268
1994Applied Nonparametric Methods.(1994) In: Cowles Foundation Discussion Papers.
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paper
1986Applied nonparametric methods.(1986) In: Handbook of Econometrics.
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chapter
1992Applied Nonparametric Methods..(1992) In: Catholique de Louvain - Institut de statistique.
[Citation analysis]
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paper
1992Applied Nonparametric Methods..(1992) In: Tilburg - Center for Economic Research.
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paper
1992Applied Nonparametric Methods.(1992) In: Discussion Paper.
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paper
1992Testing increasing dispersion In: CORE Discussion Papers.
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1995Testing increasing dispersion.(1995) In: Computational Statistics & Data Analysis.
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article
1993Testing increasing dispersion..(1993) In: Statistic und Oekonometrie.
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paper
1994Testing increasing dispersion.(1994) In: SFB 373 Discussion Papers.
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1992Nonparametric approaches to generalized linear models In: CORE Discussion Papers.
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1993A Bootstrap Test for Single Index Models In: CORE Discussion Papers.
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2005A Bootstrap Test for Single Index Models.(2005) In: Econometrics.
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2000A bootstrap test for single index models.(2000) In: SFB 373 Discussion Papers.
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1997Discrete time option pricing with flexible volatility estimation In: CORE Discussion Papers.
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2000Discrete time option pricing with flexible volatility estimation.(2000) In: CORE Discussion Papers RP.
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2000Discrete time option pricing with flexible volatility estimation.(2000) In: Finance and Stochastics.
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1997Discrete time option pricing with flexible volatility estimation.(1997) In: SFB 373 Discussion Papers.
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1994On efficient estimation of an averaged derivative In: CORE Discussion Papers RP.
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1990Semiparametric comparison of regression curves In: CORE Discussion Papers RP.
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paper12
1991Biased crossvalidation for a kernel regression estimator and its derivatives In: CORE Discussion Papers RP.
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1990Bandwith choice for density derivatives In: CORE Discussion Papers RP.
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paper2
1991Bootstrap simultaneous error for nonparametric regression In: CORE Discussion Papers RP.
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paper0
1991Empirical evidence on the law of demand In: CORE Discussion Papers RP.
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paper46
1991Empirical Evidence on the Law of Demand..(1991) In: Econometrica.
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article
1991COment on Choosing a kernel regression estimator, by C.K. Ghu and J.S. Marron In: CORE Discussion Papers RP.
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paper0
2000Bootstrap inference in semiparametric generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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paper24
2001Bootstrap Inference in Semiparametric Generalized Additive Models..(2001) In: Finance Working Papers.
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paper
2000Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
1998Integration and Backfitting methods in additive models: finite sample properties and comparison In: DES - Working Papers. Statistics and Econometrics. WS.
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paper14
1999Integration and backfitting methods in additive models-finite sample properties and comparison.(1999) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article
2016Estimation of NAIRU with In ation Expectation Data In: Working Papers.
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paper1
2015Estimation of NAIRU with Inflation Expectation Data.(2015) In: SFB 649 Discussion Papers.
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2016Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach In: Working Papers.
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2015Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach.(2015) In: SFB 649 Discussion Papers.
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2016Time Varying Quantile Lasso In: Working Papers.
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2016Time Varying Quantile Lasso.(2016) In: SFB 649 Discussion Papers.
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2018LASSO-Driven Inference in Time and Space In: Working Papers.
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paper1
2018LASSO-driven inference in time and space.(2018) In: CeMMAP working papers.
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1992Applied Nonparametric Regression In: Cambridge Books.
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book20
1994Testing a Parametric Model Against a Semiparametric Alternative In: Econometric Theory.
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1992Testing a Parametric Model Against a Semiparametric Alternative.(1992) In: Discussion Paper.
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paper
1992Testing a Parametric Model Against a Semiparametric Alternative..(1992) In: Working Papers.
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paper
2010CONFIDENCE BANDS IN QUANTILE REGRESSION In: Econometric Theory.
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article6
2012CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum In: Econometric Theory.
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article0
2012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE In: Econometric Theory.
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article84
2008A Consistent Nonparametric Test for Causality in Quantile.(2008) In: SFB 649 Discussion Papers.
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2015HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE In: Econometric Theory.
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article1
2004Support Vector Machines: eine neue Methode zum Rating von Unternehmen In: DIW Wochenbericht.
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2004Rating Companies with Support Vector Machines In: Discussion Papers of DIW Berlin.
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paper1
2007The Default Risk of Firms Examined with Smooth Support Vector Machines In: Discussion Papers of DIW Berlin.
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2008The Default Risk of Firms Examined with Smooth Support Vector Machines.(2008) In: SFB 649 Discussion Papers.
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2003Transactions That Did Not Happen and Their Influence on Prices In: Royal Economic Society Annual Conference 2003.
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2005Transactions that did not happen and their influence on prices.(2005) In: Journal of Economic Behavior & Organization.
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2002Transactions that did not happen and their influence on prices.(2002) In: SFB 373 Discussion Papers.
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2000Time Inhomogeneous Multiple Volatility Modelling In: Econometric Society World Congress 2000 Contributed Papers.
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2003Time Inhomogeneous Multiple Volatility Modeling.(2003) In: Journal of Financial Econometrics.
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2001Time inhomogeneous multiple volatility modelling.(2001) In: SFB 373 Discussion Papers.
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2009Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models In: Econometrics Journal.
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2018Multivariate factorizable expectile regression with application to fMRI data In: Computational Statistics & Data Analysis.
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2006Robust estimation of dimension reduction space In: Computational Statistics & Data Analysis.
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2005Robust estimation of dimension reduction space.(2005) In: SFB 649 Discussion Papers.
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