Books by Jeffrey S. Racine
An Introduction To The Advanced Theory And Practice of Nonparametric Econometrics
Introduction to the Advanced T
Introduction to the Advanced Theory and Practice of Nonparametric Econometrics
Reproducible Econometrics Using R
An efficient cross-validation
An efficient cross-validation algorithm for window width selection in the context of nonparametric kernel estimation of a conditional mean
Semiparamteric estimation in t
Semiparamteric estimation in the presence of heteroskedasticity of unknown form
The semiparametric approach to
The semiparametric approach to the estimation of systems of equations models in the presence of heteroskedasticity of unknown form