| Publication | Date of Publication | Type |
|---|
| Boundary-adaptive kernel density estimation: the case of (near) uniform density | 2024-03-06 | Paper |
| Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions | 2024-03-06 | Paper |
| A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS | 2023-05-04 | Paper |
| Nonparametric Knn estimation with monotone constraints | 2022-06-08 | Paper |
| Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method | 2022-06-07 | Paper |
| Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution | 2022-06-03 | Paper |
| Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process | 2022-05-31 | Paper |
| Estimation of average treatment effect based on a semiparametric propensity score | 2022-03-04 | Paper |
| Kernel smoothed probability mass functions for ordered datatypes | 2021-05-03 | Paper |
| Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks | 2021-03-24 | Paper |
| Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates | 2019-10-23 | Paper |
| DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS | 2019-07-11 | Paper |
| OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS | 2018-11-22 | Paper |
| Quasi maximum likelihood analysis of high dimensional constrained factor models | 2018-10-12 | Paper |
| An alternative bandwidth selection method for estimating functional coefficient models | 2018-09-12 | Paper |
| Functional coefficient regression models with time trend | 2017-05-12 | Paper |
| Determining the number of factors when the number of factors can increase with sample size | 2017-01-30 | Paper |
| A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES | 2016-10-14 | Paper |
| Measuring correlations of integrated but not cointegrated variables: a semiparametric approach | 2016-08-12 | Paper |
| Consistent model specification tests based on \(k\)-nearest-neighbor estimation method | 2016-07-27 | Paper |
| Functional-coefficient models for nonstationary time series data | 2016-07-04 | Paper |
| A nonparametric test for equality of distributions with mixed categorical and continuous data | 2016-07-04 | Paper |
| Fiscal policy and asset markets: a semiparametric analysis | 2016-06-22 | Paper |
| Nonparametric estimation and testing of fixed effects panel data models | 2016-06-10 | Paper |
| Nonparametric estimation of regression functions with both categorical and continuous data | 2016-04-18 | Paper |
| Efficiency of thin and thick markets | 2016-03-01 | Paper |
| Smooth coefficient estimation of a seemingly unrelated regression | 2015-09-18 | Paper |
| A data-driven smooth test of symmetry | 2015-08-13 | Paper |
| Gradient-based smoothing parameter selection for nonparametric regression estimation | 2015-05-06 | Paper |
| Property taxes and home prices: a tale of two cities | 2014-11-11 | Paper |
| A consistent nonparametric test of parametric regression functional form in fixed effects panel data models | 2014-08-07 | Paper |
| On the root-\(n\)-consistent semiparametric estimation of partially linear models | 2014-04-03 | Paper |
| SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES | 2013-08-22 | Paper |
| An alternative series based consistent model specification test | 2013-01-08 | Paper |
| Uniform convergence rate of kernel estimation with mixed categorical and continuous data | 2013-01-02 | Paper |
| A consistent model specification test with mixed discrete and continuous data | 2012-09-23 | Paper |
| SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA | 2011-04-21 | Paper |
| Some recent developments on nonparametric econometrics | 2010-06-30 | Paper |
| NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS | 2010-04-08 | Paper |
| MONEY GROWTH AND INFLATION IN THE UNITED STATES | 2009-10-04 | Paper |
| NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS | 2009-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3428623 | 2007-03-28 | Paper |
| Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models | 2007-03-21 | Paper |
| A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS | 2006-11-14 | Paper |
| Cross-validation and the estimation of probability distributions with categorical data | 2006-05-22 | Paper |
| THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS | 2006-03-08 | Paper |
| Efficient estimation of a semiparametric partially linear varying coefficient model | 2005-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4651029 | 2005-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818530 | 2004-09-28 | Paper |
| Multivariate local polynomial regression for estimating average derivatives | 2004-06-22 | Paper |
| ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS | 2004-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438060 | 2003-12-09 | Paper |
| Nonparametric estimation of distributions with categorical and continuous data | 2003-09-01 | Paper |
| SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS | 2003-05-18 | Paper |
| Consistent specification tests for semiparametric/nonparametric models based on series estimation methods | 2003-04-09 | Paper |
| On instrumental variable estimation of semiparametric dynamic panel data models. | 2002-07-15 | Paper |
| Nonparametric model check based on local polynomial fitting | 2002-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767965 | 2002-04-07 | Paper |
| A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS | 2002-01-08 | Paper |
| A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS | 2002-01-01 | Paper |
| Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing | 2001-12-12 | Paper |
| Model check by kernel methods under weak moment conditions. | 2001-08-20 | Paper |
| CONSISTENT MODEL SPECIFICATION TESTS | 2001-05-16 | Paper |
| Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis | 2001-02-27 | Paper |
| Root-n-consistent estimation of partially linear time series models | 2001-01-29 | Paper |
| Consistent model specification tests for time series econometric models | 2000-01-31 | Paper |
| Testing symmetry of an unknown density function by kernel method | 1999-11-22 | Paper |
| Testing serial correlation in semiparametric panel data models | 1999-09-22 | Paper |
| A simple consistent bootstrap test for a parametric regression function | 1999-09-22 | Paper |
| Estimating partially linear panel data models with one-way error components | 1999-06-28 | Paper |
| A consistent nonparametric test for linearity of \(\text{AR} (p)\) models | 1998-06-30 | Paper |
| Testing independence by nonparametric kernel method | 1998-03-08 | Paper |
| Nonparametric testing of closeness between two unknown distribution functions | 1997-09-17 | Paper |
| Estimating a stochastic production frontier when the adjusted error is symmetric | 1997-02-28 | Paper |
| Bootstrapping J-type tests for non-nested regression models | 1997-02-28 | Paper |
| Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms | 1997-01-23 | Paper |
| A nonparametric test for poolability using panel data | 1996-12-08 | Paper |
| Semiparametric estimation of partially linear panel data models | 1996-08-04 | Paper |
| Testing AR(1) against MA(1) disturbances in an error component model | 1996-03-20 | Paper |
| A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances | 1995-11-28 | Paper |
| Ratio-Lindahl and ratio equilibria with many goods | 1995-11-23 | Paper |
| On Nash-implementation in the presence of withholding | 1995-07-03 | Paper |
| Nash-Implementation of the Lindahl Correspondence with Decreasing Returns to Scale Technologies | 1995-06-01 | Paper |
| Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form | 1995-03-01 | Paper |
| An implementable state-ownership system with general variable returns | 1994-12-08 | Paper |
| A Hausman specification test based on root-\(N\)-consistent semiparametric estimators | 1993-10-28 | Paper |
| Monte Carlo results on several new and existing tests for the error component model | 1993-02-04 | Paper |
| A monotonic property for iterative GLS in the two-way random effects model | 1992-09-27 | Paper |
| A transformation that will circumvent the problem of autocorrelation in an error-component model | 1992-06-25 | Paper |
| Completely feasible and continuous implementation of the Lindahl correspondence with any number of goods | 1991-01-01 | Paper |
| A lagrange multiplier test for the error components model with incomplete panels | 1990-01-01 | Paper |
