The following pages link to Christopher F. Parmeter (Q312372):
Displayed 41 items.
- Teaching nonparametric econometrics to undergraduates (Q312373) (← links)
- Canonical higher-order kernels for density derivative estimation (Q449407) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
- Empirical implementation of nonparametric first-price auction models (Q527904) (← links)
- Bayesian estimation approaches to first-price auctions (Q527907) (← links)
- A zero inefficiency stochastic frontier model (Q528118) (← links)
- A simple estimator for partial linear regression with endogenous nonparametric variables (Q741326) (← links)
- On discrete Epanechnikov kernel functions (Q1658406) (← links)
- When is it justifiable to ignore explanatory variable endogeneity in a regression model? (Q1667940) (← links)
- Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
- (Q1755252) (redirect page) (← links)
- Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes (Q1755254) (← links)
- Determining the number of effective parameters in kernel density estimation (Q2008139) (← links)
- Type II failure and specification testing in the stochastic frontier model (Q2030345) (← links)
- Dependence modeling in stochastic frontier analysis (Q2148728) (← links)
- Skill-biased technical change and labor market inefficiency (Q2152328) (← links)
- Calculating degrees of freedom in multivariate local polynomial regression (Q2189128) (← links)
- Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity (Q2189907) (← links)
- Smooth coefficient estimation of stochastic frontier models (Q2208691) (← links)
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator (Q2231028) (← links)
- Quantile estimation of stochastic frontiers with the normal-exponential specification (Q2239890) (← links)
- Quantile estimation of the stochastic frontier model (Q2315391) (← links)
- Gradient-based smoothing parameter selection for nonparametric regression estimation (Q2343743) (← links)
- A simple method to visualize results in nonlinear regression models (Q2440406) (← links)
- The ``wrong skewness'' problem: moment constrained maximum likelihood estimation of the stochastic frontier model (Q2681803) (← links)
- (Q2844454) (← links)
- Fertility and the health of children: A nonparametric investigation (Q3571997) (← links)
- Cross-validated bandwidths and significance testing (Q3573026) (← links)
- Imposing economic constraints in nonparametric regression: survey, implementation, and extension (Q3573038) (← links)
- A Laplace stochastic frontier model (Q5034250) (← links)
- Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
- Fixed vs Random: The Hausman Test Four Decades Later (Q5133593) (← links)
- Applied Nonparametric Econometrics (Q5174509) (← links)
- Efficiency Analysis: A Primer on Recent Advances (Q5178832) (← links)
- Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions (Q6050730) (← links)
- Bayesian artificial neural networks for frontier efficiency analysis (Q6054400) (← links)
- A specification test for the composed error term in the stochastic frontier model (Q6117820) (← links)
- Shape Constrained Kernel PDF and PMF Estimation (Q6185129) (← links)
- Nonparametric estimation of stochastic frontier models with weak separability (Q6193081) (← links)