Marcia M. A. Schafgans

发表

Inference without smoothing for large panels with cross-sectional and temporal dependence

Javier Hidalgo, Marcia M. A. Schafgans, J. Hidalgo, 2017, Journal of Econometrics.

The tail index of exchange rate returns

Marcia M. A. Schafgans, K. Koedijk, C. D. Vries, 1990 .

Adapting Kernel Estimation to Uncertain Smoothness

Marcia M. A. Schafgans, Victoria Zinde-Walsh, Yulia Kotlyarova, 2011 .

Semiparametric Estimation of the Intercept of a Sample Selection Model

Donald W. K. Andrews, Marcia M. A. Schafgans, D. Andrews, 1998 .

Ethnic wage differences in Malaysia: parametric and semiparametric estimation of the Chinese–Malay wage gap

Marcia M. A. Schafgans, 1998 .

A derivative based estimator for semiparametric index models

Marcia M. A. Schafgans, A. Donkers, 2003 .

Semiparametric Estimation of a Sample Selection Model: A Simulation Study

Marcia M. A. Schafgans, 1997 .

Finite sample properties for the semiparametric estimation of the intercept of a censored regression model

Marcia M. A. Schafgans, 2004 .

Multiproduct firms, income distribution, and trade

Marcia M. A. Schafgans, Joachim Stibora, 2014 .

Semiparametric Estimation of a Sample Selection Model

Marcia M. A. Schafgans, D. Andrews, 1996 .

Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators

Marcia M. A. Schafgans, Victoria Zinde-Walsh, Yulia Kotlyarova, 2016 .

Gender wage differences in Malaysia: parametric and semiparametric estimation

Marcia M. A. Schafgans, 2000 .

ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

Marcia M. A. Schafgans, Victoria Zinde-Walsh, 2000, Econometric Theory.

Inference and testing breaks in large dynamic panels with strong cross sectional dependence

Marcia M. A. Schafgans, J. Hidalgo, 2017 .

A Method of Moments Estimator for Semiparametric Index Models

Bas Donkers, Marcia M. A. Schafgans, B. Donkers, 2005 .